+729.2%
WPM vs ALLY
+124.8%
+604.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +1.1% | +3.7% | -2.6% | +0.7% |
| 30D | +26.4% | -2.3% | +28.6% | +26.6% |
| 3M | +20.8% | +3.8% | +17.0% | +20.3% |
| 6M | +1.1% | +9.7% | -8.6% | +0.1% |
| YTD | +32.5% | -1.4% | +33.9% | +32.4% |
| 1Y | +51.5% | +8.2% | +43.3% | +50.0% |
| 3Y | +267.0% | +66.5% | +200.5% | +244.7% |
| 5Y | +250.1% | +1.2% | +248.9% | +237.1% |
| 10Y | +540.4% | +191.4% | +348.9% | +425.0% |
| All | +729.2% | +124.8% | +604.3% | +596.3% |
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