+33.7%
ALAB vs WAT
+32.5%
+1.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -6.6% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | -13.6% | -1.0% | -12.6% | -13.4% |
| 3M | -16.6% | +10.9% | -27.5% | -18.0% |
| 6M | +142.3% | +33.2% | +109.1% | +132.3% |
| YTD | +73.6% | +6.1% | +67.6% | +61.1% |
| 1Y | +33.7% | +30.2% | +3.4% | +17.4% |
| All | +33.7% | +32.5% | +1.2% | +17.4% |
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