+249.6%
ALAB vs WFC
+60.8%
+188.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.8% | +11.9% | +12.9% |
| 7D | -5.6% | +0.1% | -5.7% | -5.3% |
| 30D | -36.6% | +2.9% | -39.6% | -37.4% |
| 3M | -35.1% | -1.4% | -33.7% | -34.7% |
| 6M | +8.5% | +14.3% | -5.8% | +0.3% |
| YTD | +30.4% | -6.2% | +36.6% | +34.3% |
| 1Y | +31.0% | +1.6% | +29.5% | +29.9% |
| All | +249.6% | +60.8% | +188.8% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling