+578.3%
WELL vs ALLY
+124.8%
+453.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.8% | +3.7% | -4.5% | -1.9% |
| 30D | -0.1% | -2.3% | +2.2% | +0.6% |
| 3M | +18.0% | +3.8% | +14.2% | +16.2% |
| 6M | +15.0% | +9.7% | +5.3% | +10.6% |
| YTD | +28.6% | -1.4% | +30.0% | +27.5% |
| 1Y | +42.9% | +8.2% | +34.7% | +36.6% |
| 3Y | +203.0% | +66.5% | +136.5% | +136.1% |
| 5Y | +206.9% | +1.2% | +205.7% | +173.9% |
| 10Y | +339.5% | +191.4% | +148.0% | +145.0% |
| All | +578.3% | +124.8% | +453.4% | +281.1% |
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