+17.1%
ALAB vs W
+10.8%
+6.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.9% |
| 7D | -26.3% | -3.6% | -22.7% | -24.8% |
| 30D | -50.1% | +7.0% | -57.1% | -51.3% |
| 3M | -42.5% | +7.4% | -49.8% | -44.4% |
| 6M | -10.8% | +69.3% | -80.1% | -33.2% |
| YTD | +14.6% | +11.3% | +3.4% | +4.5% |
| 1Y | +17.1% | +13.2% | +3.9% | +5.3% |
| All | +17.1% | +10.8% | +6.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling