+461.1%
WWD vs ALLY
+182.8%
+278.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | -0.4% | +1.1% | -1.6% | -1.2% |
| 3M | -6.1% | -13.2% | +7.1% | +0.5% |
| 6M | -9.5% | -13.5% | +3.9% | -3.3% |
| YTD | +10.8% | -14.3% | +25.1% | +18.5% |
| 1Y | +23.5% | -1.1% | +24.7% | +23.0% |
| 3Y | +151.3% | +62.0% | +89.3% | +82.5% |
| 5Y | +187.8% | -9.6% | +197.5% | +168.5% |
| 10Y | +461.1% | +176.0% | +285.2% | +152.0% |
| All | +461.1% | +182.8% | +278.3% | +152.0% |
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