+9.3%
WY vs ALLY
+95.5%
-86.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -1.4% |
| 7D | +0.2% | -0.7% | +0.9% | +0.6% |
| 30D | +8.0% | +1.1% | +6.9% | +7.5% |
| 3M | -17.7% | -13.2% | -4.5% | -12.6% |
| 6M | -10.8% | -13.5% | +2.7% | -5.3% |
| YTD | -10.6% | -14.3% | +3.7% | -5.5% |
| 1Y | -5.7% | -1.1% | -4.6% | -6.7% |
| 3Y | -24.8% | +62.0% | -86.8% | -43.7% |
| 5Y | -31.7% | -9.6% | -22.1% | -36.4% |
| 10Y | +2.9% | +176.0% | -173.0% | -48.9% |
| All | +9.3% | +95.5% | -86.2% | -43.5% |
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