+65.2%
ALAB vs WAT
+41.4%
+23.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.8% | +9.9% |
| 7D | +7.2% | -1.3% | +8.5% | +7.5% |
| 30D | -2.5% | +2.3% | -4.9% | -3.0% |
| 3M | -13.3% | +8.7% | -22.0% | -14.6% |
| 6M | +172.8% | +28.3% | +144.5% | +158.6% |
| YTD | +86.6% | +7.8% | +78.8% | +73.0% |
| 1Y | +65.2% | +36.6% | +28.5% | +40.6% |
| All | +65.2% | +41.4% | +23.7% | +40.6% |
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