+345.7%
WM vs ALLY
+194.4%
+151.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | +4.5% | -1.1% | +5.6% | +4.6% |
| 30D | +16.1% | +4.2% | +11.9% | +15.4% |
| 3M | +8.0% | -12.4% | +20.4% | +9.9% |
| 6M | +8.4% | -8.7% | +17.1% | +9.5% |
| YTD | +11.2% | -11.6% | +22.9% | +12.5% |
| 1Y | +22.3% | +0.2% | +22.2% | +21.4% |
| 3Y | +50.2% | +57.1% | -6.8% | +35.5% |
| 5Y | +63.3% | -6.8% | +70.1% | +57.3% |
| All | +345.7% | +194.4% | +151.3% | +235.7% |
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