+11.2%
WY vs ALLY
+98.1%
-86.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.3% |
| 7D | +3.1% | +0.9% | +2.2% | +2.8% |
| 30D | +13.0% | +3.1% | +9.9% | +11.5% |
| 3M | -16.8% | -12.6% | -4.2% | -11.9% |
| 6M | -11.2% | -12.4% | +1.3% | -6.3% |
| YTD | -9.1% | -13.2% | +4.1% | -4.5% |
| 1Y | -4.8% | +1.8% | -6.6% | -7.0% |
| 3Y | -25.3% | +58.0% | -83.2% | -43.4% |
| 5Y | -33.2% | -8.4% | -24.8% | -38.1% |
| 10Y | +6.6% | +195.3% | -188.7% | -48.4% |
| All | +11.2% | +98.1% | -86.9% | -42.9% |
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 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