+257.6%
ALAB vs WCN
+14.9%
+242.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +16.3% | +2.6% | +13.7% | +18.1% |
| 30D | -26.1% | +23.9% | -50.1% | -16.0% |
| 3M | -31.3% | +17.4% | -48.7% | -23.6% |
| 6M | -1.0% | +28.0% | -29.0% | +13.0% |
| YTD | +33.3% | +11.6% | +21.8% | +50.8% |
| 1Y | +53.5% | +16.9% | +36.7% | +75.4% |
| All | +257.6% | +14.9% | +242.7% | +293.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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