+33.7%
ALAB vs WFC
+13.8%
+19.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.7% | -6.4% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | -13.6% | +0.8% | -14.4% | -13.6% |
| 3M | -16.6% | +9.3% | -25.9% | -18.8% |
| 6M | +142.3% | +10.6% | +131.7% | +132.0% |
| YTD | +73.6% | -4.1% | +77.7% | +76.6% |
| 1Y | +33.7% | +13.6% | +20.1% | +58.5% |
| All | +33.7% | +13.8% | +19.9% | +58.5% |
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