+24.5%
ALAB vs WAB
+46.5%
-22.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -5.2% |
| 7D | -24.9% | +4.5% | -29.4% | -27.3% |
| 30D | -38.4% | +1.1% | -39.4% | -38.8% |
| 3M | -38.3% | -1.3% | -37.0% | -37.7% |
| 6M | +10.9% | +12.7% | -1.8% | +2.9% |
| YTD | +34.2% | +38.7% | -4.5% | -6.9% |
| 1Y | +24.5% | +44.9% | -20.4% | -19.3% |
| All | +24.5% | +46.5% | -22.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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