+189.3%
ALAB vs WEC
+59.8%
+129.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +0.2% | -19.8% | -19.4% |
| 7D | -38.2% | +3.2% | -41.4% | -35.9% |
| 30D | -54.0% | +14.7% | -68.6% | -46.7% |
| 3M | -43.6% | +10.2% | -53.9% | -37.4% |
| 6M | -16.8% | +4.5% | -21.3% | -12.2% |
| YTD | +7.9% | +15.1% | -7.2% | +26.5% |
| 1Y | -1.4% | +9.4% | -10.8% | +10.0% |
| All | +189.3% | +59.8% | +129.5% | +452.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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