+468.3%
WELL vs ALLY
+182.4%
+286.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.7% |
| 7D | +0.1% | -2.8% | +2.9% | +1.0% |
| 30D | +7.8% | +1.9% | +5.9% | +7.0% |
| 3M | +10.2% | -12.1% | +22.4% | +14.9% |
| 6M | +16.4% | -9.0% | +25.4% | +19.2% |
| YTD | +35.2% | -12.9% | +48.1% | +39.4% |
| 1Y | +30.5% | -0.1% | +30.5% | +27.6% |
| 3Y | +206.1% | +64.6% | +141.5% | +131.0% |
| 5Y | +228.3% | -10.1% | +238.3% | +202.8% |
| 10Y | +468.3% | +176.7% | +291.6% | +213.3% |
| All | +468.3% | +182.4% | +286.0% | +213.3% |
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