-0.6%
WST vs ALLY
-10.9%
+10.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +4.9% | -2.1% | +7.0% | +5.4% |
| 30D | +10.7% | +2.0% | +8.7% | +10.1% |
| 3M | +16.8% | -13.3% | +30.2% | +20.6% |
| 6M | +32.0% | -9.9% | +41.8% | +34.7% |
| YTD | +49.9% | -13.5% | +63.5% | +54.0% |
| 1Y | +50.6% | -2.8% | +53.4% | +50.5% |
| 3Y | +21.4% | +63.4% | -42.0% | +2.6% |
| 5Y | -0.6% | -10.9% | +10.3% | -8.3% |
| All | -0.6% | -10.9% | +10.4% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling