+9.6%
WY vs ALLY
+178.1%
-168.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | 0.0% |
| 7D | -1.7% | -1.9% | +0.3% | -0.8% |
| 30D | -9.9% | -4.5% | -5.4% | -8.1% |
| 3M | -7.5% | -2.8% | -4.7% | -6.6% |
| 6M | -5.1% | +10.3% | -15.5% | -10.0% |
| YTD | -2.1% | -5.7% | +3.6% | -0.7% |
| 1Y | -7.3% | +3.9% | -11.3% | -10.8% |
| 3Y | -22.6% | +64.7% | -87.4% | -43.5% |
| 5Y | -19.8% | -2.6% | -17.2% | -28.1% |
| 10Y | +9.6% | +186.0% | -176.4% | -48.9% |
| All | +9.6% | +178.1% | -168.5% | -48.9% |
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 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