+604.9%
WELL vs ALLY
+101.5%
+503.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +5.3% | -1.1% | +6.4% | +5.6% |
| 30D | +8.7% | +4.2% | +4.5% | +7.3% |
| 3M | +3.8% | -12.4% | +16.2% | +8.0% |
| 6M | +15.4% | -8.7% | +24.0% | +17.8% |
| YTD | +33.7% | -11.6% | +45.3% | +36.9% |
| 1Y | +33.6% | +0.2% | +33.5% | +31.0% |
| 3Y | +194.2% | +57.1% | +137.1% | +133.1% |
| 5Y | +227.0% | -6.8% | +233.9% | +199.4% |
| 10Y | +430.7% | +200.4% | +230.4% | +201.3% |
| All | +604.9% | +101.5% | +503.4% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling