+583.4%
WM vs ALLY
+124.8%
+458.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -0.3% | +3.7% | -4.0% | -0.8% |
| 30D | -2.4% | -2.3% | -0.1% | -2.1% |
| 3M | +0.4% | +3.8% | -3.4% | -0.2% |
| 6M | -9.5% | +9.7% | -19.2% | -11.0% |
| YTD | +0.5% | -1.4% | +1.9% | +0.2% |
| 1Y | -1.1% | +8.2% | -9.3% | -2.9% |
| 3Y | +46.0% | +66.5% | -20.4% | +31.3% |
| 5Y | +51.8% | +1.2% | +50.6% | +44.5% |
| 10Y | +307.5% | +191.4% | +116.1% | +203.2% |
| All | +583.4% | +124.8% | +458.5% | +420.0% |
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