+476.9%
WWD vs ALLY
+178.4%
+298.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.4% |
| 7D | +0.8% | +1.0% | -0.2% | +0.3% |
| 30D | -6.4% | -3.3% | -3.1% | -4.9% |
| 3M | -5.6% | +0.5% | -6.1% | -5.9% |
| 6M | -9.1% | +12.6% | -21.7% | -14.5% |
| YTD | +12.5% | -4.7% | +17.2% | +14.4% |
| 1Y | +41.3% | +5.2% | +36.1% | +36.2% |
| 3Y | +170.2% | +66.5% | +103.7% | +93.8% |
| 5Y | +192.5% | +0.2% | +192.3% | +158.0% |
| 10Y | +476.9% | +180.8% | +296.1% | +151.1% |
| All | +476.9% | +178.4% | +298.5% | +151.1% |
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 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