-15.1%
WST vs ALLY
+63.1%
-78.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.7% | +3.7% | -2.9% | +0.1% |
| 30D | -3.1% | -2.3% | -0.9% | -2.8% |
| 3M | +7.2% | +3.8% | +3.4% | +6.4% |
| 6M | +36.8% | +9.7% | +27.1% | +34.2% |
| YTD | +23.8% | -1.4% | +25.3% | +23.6% |
| 1Y | +37.8% | +8.2% | +29.5% | +35.2% |
| All | -15.1% | +63.1% | -78.2% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling