+34.7%
ALAB vs WAB
+49.8%
-15.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.3% |
| 7D | +3.2% | +1.7% | +1.5% | +2.2% |
| 30D | -13.6% | -2.4% | -11.1% | -12.3% |
| 3M | -16.6% | +9.7% | -26.3% | -20.9% |
| 6M | +142.3% | +16.5% | +125.8% | +117.6% |
| YTD | +73.6% | +33.7% | +39.9% | +37.0% |
| All | +34.7% | +49.8% | -15.1% | +4.3% |
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