+442.3%
WELL vs ALLY
+174.3%
+268.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +0.1% | +0.4% | -0.2% | 0.0% |
| 30D | +5.7% | +5.2% | +0.4% | +3.8% |
| 3M | +4.6% | -13.3% | +17.9% | +9.6% |
| 6M | +11.9% | -6.7% | +18.5% | +13.6% |
| YTD | +33.6% | -12.8% | +46.4% | +37.7% |
| 1Y | +29.8% | +0.7% | +29.1% | +26.6% |
| 3Y | +202.2% | +65.2% | +136.9% | +127.8% |
| 5Y | +223.2% | -10.1% | +233.4% | +198.3% |
| All | +442.3% | +174.3% | +268.0% | +207.5% |
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