+257.6%
ALAB vs WFC
+61.8%
+195.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.8% |
| 7D | +16.3% | +2.5% | +13.8% | +15.1% |
| 30D | -26.1% | +7.0% | -33.1% | -28.2% |
| 3M | -31.3% | -1.8% | -29.5% | -30.7% |
| 6M | -1.0% | +18.4% | -19.4% | -9.9% |
| YTD | +33.3% | -5.6% | +38.9% | +37.0% |
| 1Y | +53.5% | +3.9% | +49.7% | +50.5% |
| All | +257.6% | +61.8% | +195.8% | +236.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling