+759.5%
WWD vs ALLY
+124.8%
+634.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +1.3% | +3.7% | -2.4% | -0.5% |
| 30D | -7.2% | -2.3% | -4.9% | -6.1% |
| 3M | -3.8% | +3.8% | -7.7% | -5.7% |
| 6M | -9.9% | +9.7% | -19.6% | -14.0% |
| YTD | +14.8% | -1.4% | +16.2% | +14.9% |
| 1Y | +42.1% | +8.2% | +33.8% | +35.2% |
| 3Y | +170.8% | +66.5% | +104.3% | +96.6% |
| 5Y | +197.5% | +1.2% | +196.3% | +162.1% |
| 10Y | +477.8% | +191.4% | +286.4% | +157.1% |
| All | +759.5% | +124.8% | +634.7% | +299.6% |
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