+400.4%
ALAB vs WAB
+101.3%
+299.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.7% | +9.0% | +9.1% |
| 7D | +7.2% | -3.2% | +10.4% | +10.5% |
| 30D | -2.5% | -4.4% | +1.9% | +1.6% |
| 3M | -13.3% | +7.9% | -21.2% | -19.8% |
| 6M | +172.8% | +8.7% | +164.1% | +147.2% |
| YTD | +86.6% | +33.0% | +53.6% | +33.8% |
| 1Y | +65.2% | +46.7% | +18.5% | +6.3% |
| All | +400.4% | +101.3% | +299.1% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling