+249.6%
ALAB vs WAT
+37.0%
+212.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.2% | +9.5% | +12.1% |
| 7D | -5.6% | +6.0% | -11.6% | -7.3% |
| 30D | -36.6% | +9.9% | -46.5% | -38.2% |
| 3M | -35.1% | +17.2% | -52.3% | -38.1% |
| 6M | +8.5% | +34.2% | -25.7% | -1.1% |
| YTD | +30.4% | +25.5% | +4.9% | +19.2% |
| 1Y | +31.0% | +28.3% | +2.8% | +18.7% |
| All | +249.6% | +37.0% | +212.6% | +189.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling