+455.3%
WELL vs ALLY
+201.0%
+254.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.6% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | +9.7% | +3.4% | +6.3% | +8.4% |
| 3M | +4.8% | -11.1% | +15.9% | +8.8% |
| 6M | +16.1% | -11.5% | +27.6% | +20.1% |
| YTD | +34.7% | -12.3% | +47.0% | +38.6% |
| 1Y | +31.9% | +1.1% | +30.8% | +28.6% |
| 3Y | +209.9% | +64.8% | +145.1% | +134.1% |
| 5Y | +226.5% | -6.9% | +233.4% | +196.4% |
| 10Y | +455.3% | +194.9% | +260.3% | +218.6% |
| All | +455.3% | +201.0% | +254.2% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling