+248.5%
ALAB vs WM
+16.1%
+232.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | 0.0% |
| 7D | -7.5% | +1.2% | -8.6% | -6.1% |
| 30D | -36.8% | +13.7% | -50.5% | -28.5% |
| 3M | -31.9% | +5.2% | -37.1% | -26.8% |
| 6M | +8.2% | +11.2% | -3.0% | +21.5% |
| YTD | +29.9% | +9.4% | +20.5% | +46.5% |
| 1Y | +24.4% | +20.4% | +4.0% | +44.9% |
| All | +248.5% | +16.1% | +232.4% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling