+434.7%
WST vs ALLY
+189.4%
+245.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | +9.1% | +3.1% | +6.0% | +8.5% |
| 3M | +14.7% | -12.6% | +27.3% | +17.3% |
| 6M | +28.0% | -12.4% | +40.4% | +30.7% |
| YTD | +45.6% | -13.2% | +58.8% | +48.6% |
| 1Y | +45.7% | +1.8% | +43.8% | +44.5% |
| 3Y | +21.1% | +58.0% | -36.9% | +9.0% |
| 5Y | +0.3% | -8.4% | +8.8% | -4.3% |
| All | +434.7% | +189.4% | +245.3% | +329.2% |
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