+24.8%
ALAB vs WAT
+27.0%
-2.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.2% | +9.5% | +12.1% |
| 7D | -5.6% | +6.0% | -11.6% | -7.1% |
| 30D | -36.6% | +9.9% | -46.5% | -37.8% |
| 3M | -35.1% | +17.2% | -52.3% | -37.1% |
| 6M | +8.5% | +34.2% | -25.7% | +2.6% |
| YTD | +30.4% | +25.5% | +4.9% | +12.2% |
| All | +24.8% | +27.0% | -2.2% | +8.6% |
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