+384.5%
ALAB vs WAB
+99.6%
+284.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +5.3% |
| 7D | +9.6% | +0.2% | +9.4% | +9.3% |
| 30D | -5.3% | -4.6% | -0.7% | -1.2% |
| 3M | -12.0% | +5.6% | -17.7% | -17.1% |
| 6M | +145.7% | +13.8% | +131.9% | +112.9% |
| YTD | +80.7% | +31.9% | +48.8% | +30.4% |
| 1Y | +40.1% | +48.3% | -8.1% | -11.1% |
| All | +384.5% | +99.6% | +284.9% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling