+458.6%
WST vs ALLY
+174.3%
+284.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +4.2% | +0.4% | +3.9% | +4.2% |
| 30D | +11.2% | +5.2% | +6.0% | +10.2% |
| 3M | +20.4% | -13.3% | +33.7% | +23.3% |
| 6M | +37.9% | -6.7% | +44.5% | +39.3% |
| YTD | +51.8% | -12.8% | +64.6% | +54.8% |
| 1Y | +56.6% | +0.7% | +55.9% | +55.7% |
| 3Y | +24.2% | +65.2% | -41.0% | +10.8% |
| 5Y | +0.7% | -10.1% | +10.8% | -3.7% |
| All | +458.6% | +174.3% | +284.4% | +337.4% |
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