-39.3%
WU vs ALLY
+174.3%
-213.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.1% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | +11.4% | +5.2% | +6.2% | +9.7% |
| 3M | -6.8% | -13.3% | +6.5% | -2.7% |
| 6M | -14.6% | -6.7% | -8.0% | -13.0% |
| YTD | -20.6% | -12.8% | -7.8% | -17.8% |
| 1Y | -15.4% | +0.7% | -16.1% | -16.1% |
| 3Y | -23.6% | +65.2% | -88.8% | -37.0% |
| 5Y | -43.4% | -10.1% | -33.2% | -45.8% |
| All | -39.3% | +174.3% | -213.6% | -60.3% |
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 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