+400.4%
ALAB vs WFC
+68.2%
+332.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.9% | +8.9% | +9.3% |
| 7D | +7.2% | +3.8% | +3.4% | +5.3% |
| 30D | -2.5% | +1.5% | -4.0% | -3.3% |
| 3M | -13.3% | +10.9% | -24.2% | -18.3% |
| 6M | +172.8% | +8.4% | +164.4% | +158.6% |
| YTD | +86.6% | -1.9% | +88.5% | +88.1% |
| 1Y | +65.2% | +12.3% | +52.8% | +54.9% |
| All | +400.4% | +68.2% | +332.2% | +362.5% |
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 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