+24.4%
ALAB vs W
+4.6%
+19.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +1.4% |
| 7D | -7.5% | +1.1% | -8.5% | -7.5% |
| 30D | -36.8% | +6.4% | -43.2% | -38.1% |
| 3M | -31.9% | +9.0% | -40.8% | -34.5% |
| 6M | +8.2% | +69.8% | -61.6% | -19.2% |
| YTD | +29.9% | +12.1% | +17.9% | +18.1% |
| 1Y | +24.4% | 0.0% | +24.4% | +18.8% |
| All | +24.4% | +4.6% | +19.8% | +18.8% |
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