+257.6%
ALAB vs WAT
+32.3%
+225.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +16.3% | +0.6% | +15.7% | +16.2% |
| 30D | -26.1% | +5.4% | -31.5% | -26.8% |
| 3M | -31.3% | +11.3% | -42.6% | -33.2% |
| 6M | -1.0% | +37.4% | -38.4% | -10.0% |
| YTD | +33.3% | +21.2% | +12.2% | +23.5% |
| 1Y | +53.5% | +21.3% | +32.2% | +42.0% |
| All | +257.6% | +32.3% | +225.3% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling