+24.8%
ALAB vs W
+8.7%
+16.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.6% | +9.1% | +11.6% |
| 7D | -5.6% | +3.3% | -8.9% | -6.5% |
| 30D | -36.6% | +10.5% | -47.2% | -39.0% |
| 3M | -35.1% | +9.6% | -44.7% | -37.7% |
| 6M | +8.5% | +76.4% | -67.8% | -20.3% |
| YTD | +30.4% | +16.4% | +14.0% | +16.5% |
| All | +24.8% | +8.7% | +16.1% | +17.2% |
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