-51.1%
WU vs ALLY
-0.2%
-50.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.5% |
| 7D | -0.8% | +1.0% | -1.9% | -1.1% |
| 30D | -1.1% | -3.3% | +2.2% | -0.1% |
| 3M | -1.8% | +0.5% | -2.3% | -2.0% |
| 6M | -23.9% | +12.6% | -36.5% | -26.8% |
| YTD | -20.4% | -4.7% | -15.7% | -19.7% |
| 1Y | -10.6% | +5.2% | -15.8% | -12.7% |
| 3Y | -27.7% | +66.5% | -94.2% | -40.6% |
| 5Y | -51.1% | +0.2% | -51.4% | -54.7% |
| All | -51.1% | -0.2% | -50.9% | -54.7% |
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