+172.8%
ALAB vs WFC
+10.1%
+162.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.9% | +8.9% | +9.8% |
| 7D | +7.2% | +3.8% | +3.4% | +7.6% |
| 30D | -2.5% | +1.5% | -4.0% | -2.2% |
| 3M | -13.3% | +10.9% | -24.2% | -12.4% |
| 6M | +172.8% | +8.4% | +164.4% | +175.8% |
| All | +172.8% | +10.1% | +162.8% | +175.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling