+687.7%
WWD vs ALLY
+98.1%
+589.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +4.2% |
| 7D | +4.2% | +0.9% | +3.2% | +3.6% |
| 30D | -2.1% | +3.1% | -5.2% | -3.8% |
| 3M | -13.2% | -12.6% | -0.6% | -7.6% |
| 6M | -16.9% | -12.4% | -4.4% | -11.8% |
| YTD | +5.2% | -13.2% | +18.4% | +11.6% |
| 1Y | +20.6% | +1.8% | +18.8% | +18.5% |
| 3Y | +146.3% | +58.0% | +88.4% | +83.5% |
| 5Y | +171.3% | -8.4% | +179.8% | +151.2% |
| 10Y | +471.3% | +195.3% | +276.1% | +155.4% |
| All | +687.7% | +98.1% | +589.7% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling