-19.4%
WY vs ALLY
+3.2%
-22.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.7% | +3.7% | -5.4% | -2.9% |
| 30D | -10.1% | -2.3% | -7.8% | -9.5% |
| 3M | -5.1% | +3.8% | -9.0% | -6.5% |
| 6M | -4.8% | +9.7% | -14.5% | -8.1% |
| YTD | -0.2% | -1.4% | +1.2% | -0.5% |
| 1Y | -6.6% | +8.2% | -14.9% | -10.2% |
| 3Y | -22.7% | +66.5% | -89.2% | -38.5% |
| All | -19.4% | +3.2% | -22.6% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling