+26.5%
WWD vs ALLY
+4.2%
+22.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -3.8% |
| 7D | +7.3% | +2.4% | +5.0% | +6.0% |
| 30D | -2.0% | +5.6% | -7.5% | -4.8% |
| 3M | -12.6% | -11.7% | -0.9% | -6.7% |
| 6M | -8.4% | -7.0% | -1.4% | -5.3% |
| YTD | +8.2% | -10.4% | +18.7% | +14.2% |
| 1Y | +26.5% | +2.4% | +24.2% | +22.9% |
| All | +26.5% | +4.2% | +22.3% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling