+762.1%
WST vs ALLY
+101.5%
+660.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.7% |
| 7D | -5.8% | -1.1% | -4.7% | -5.6% |
| 30D | +5.3% | +4.2% | +1.2% | +4.5% |
| 3M | +11.8% | -12.4% | +24.2% | +14.4% |
| 6M | +26.7% | -8.7% | +35.4% | +28.5% |
| YTD | +43.0% | -11.6% | +54.6% | +45.6% |
| 1Y | +38.9% | +0.2% | +38.7% | +38.1% |
| 3Y | +18.2% | +57.1% | -38.9% | +6.0% |
| 5Y | -1.5% | -6.8% | +5.3% | -6.1% |
| 10Y | +439.0% | +200.4% | +238.6% | +288.1% |
| All | +762.1% | +101.5% | +660.6% | +580.3% |
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 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