+207.4%
ALAB vs WAT
+31.5%
+175.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +5.9% |
| 7D | -26.3% | -1.1% | -25.2% | -25.7% |
| 30D | -50.1% | +5.0% | -55.1% | -50.6% |
| 3M | -42.5% | +14.5% | -57.0% | -44.6% |
| 6M | -10.8% | +30.9% | -41.8% | -18.0% |
| YTD | +14.6% | +20.5% | -5.8% | +6.3% |
| 1Y | +17.1% | +23.3% | -6.2% | +7.6% |
| All | +207.4% | +31.5% | +175.9% | +158.1% |
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