+33.7%
ALAB vs W
+11.1%
+22.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.5% | -7.1% |
| 7D | +3.2% | +6.5% | -3.3% | +0.9% |
| 30D | -13.6% | -6.2% | -7.3% | -11.7% |
| 3M | -16.6% | +48.9% | -65.5% | -29.5% |
| 6M | +142.3% | +31.2% | +111.1% | +111.4% |
| YTD | +73.6% | -0.4% | +74.1% | +64.0% |
| 1Y | +33.7% | +14.8% | +18.8% | +33.1% |
| All | +33.7% | +11.1% | +22.6% | +33.1% |
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