+24.5%
ALAB vs WAT
+32.9%
-8.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.9% |
| 7D | -24.9% | -1.9% | -22.9% | -24.3% |
| 30D | -38.4% | +6.2% | -44.6% | -39.1% |
| 3M | -38.3% | +18.1% | -56.3% | -40.3% |
| 6M | +10.9% | +54.9% | -44.0% | +2.9% |
| YTD | +34.2% | +23.1% | +11.1% | +16.1% |
| 1Y | +24.5% | +27.3% | -2.8% | +7.5% |
| All | +24.5% | +32.9% | -8.4% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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