+400.4%
ALAB vs W
+68.6%
+331.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.5% | +7.2% | +8.7% |
| 7D | +7.2% | -4.2% | +11.4% | +9.2% |
| 30D | -2.5% | -7.6% | +5.0% | +0.4% |
| 3M | -13.3% | +37.2% | -50.5% | -25.8% |
| 6M | +172.8% | +26.3% | +146.5% | +138.6% |
| YTD | +86.6% | -1.0% | +87.6% | +79.2% |
| 1Y | +65.2% | +20.1% | +45.1% | +42.7% |
| All | +400.4% | +68.6% | +331.8% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling