+384.5%
ALAB vs WBD
+230.7%
+153.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.2% |
| 7D | +9.6% | -1.7% | +11.3% | +10.0% |
| 30D | -5.3% | +3.9% | -9.1% | -6.0% |
| 3M | -12.0% | +5.1% | -17.1% | -13.0% |
| 6M | +145.7% | +0.6% | +145.1% | +145.4% |
| YTD | +80.7% | -3.2% | +83.8% | +81.7% |
| 1Y | +40.1% | +127.7% | -87.5% | +16.6% |
| All | +384.5% | +230.7% | +153.8% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 5y: compounded portfolio wealth divided by compounded WBD 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…
5y analysis · Full analysis span regression · 6 months rolling