+646.8%
WST vs ALLY
+124.8%
+522.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +34.1% |
| YTD | +23.8% | -1.4% | +25.3% | +23.7% |
| 1Y | +37.8% | +8.2% | +29.5% | +35.0% |
| 3Y | -15.9% | +66.5% | -82.4% | -25.4% |
| 5Y | -25.8% | +1.2% | -27.0% | -30.5% |
| 10Y | +319.6% | +191.4% | +128.2% | +206.1% |
| All | +646.8% | +124.8% | +522.0% | +478.1% |
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