+24.5%
ALAB vs WFC
+2.7%
+21.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.7% | -5.2% |
| 7D | -24.9% | +4.5% | -29.4% | -26.1% |
| 30D | -38.4% | +7.4% | -45.7% | -40.2% |
| 3M | -38.3% | -0.5% | -37.7% | -37.9% |
| 6M | +10.9% | +11.7% | -0.7% | +2.6% |
| YTD | +34.2% | -4.6% | +38.9% | +48.1% |
| 1Y | +24.5% | +2.5% | +22.0% | +21.5% |
| All | +24.5% | +2.7% | +21.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling