+1.9%
WY vs ALLY
+174.3%
-172.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +10.1% | +5.2% | +4.9% | +7.6% |
| 3M | -15.4% | -13.3% | -2.1% | -9.8% |
| 6M | -8.3% | -6.7% | -1.6% | -5.8% |
| YTD | -9.8% | -12.8% | +3.0% | -5.2% |
| 1Y | -3.9% | +0.7% | -4.6% | -5.7% |
| 3Y | -23.3% | +65.2% | -88.5% | -44.1% |
| 5Y | -31.2% | -10.1% | -21.1% | -35.7% |
| All | +1.9% | +174.3% | -172.3% | -51.4% |
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