+22.0%
WY vs ALLY
+124.8%
-102.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.7% | +3.7% | -5.4% | -3.3% |
| 30D | -10.1% | -2.3% | -7.8% | -9.3% |
| 3M | -5.1% | +3.8% | -9.0% | -7.0% |
| 6M | -4.8% | +9.7% | -14.5% | -9.2% |
| YTD | -0.2% | -1.4% | +1.2% | -0.8% |
| 1Y | -6.6% | +8.2% | -14.9% | -11.5% |
| 3Y | -22.7% | +66.5% | -89.2% | -42.8% |
| 5Y | -22.2% | +1.2% | -23.4% | -31.1% |
| 10Y | +7.3% | +191.4% | -184.1% | -48.6% |
| All | +22.0% | +124.8% | -102.9% | -40.7% |
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