+207.4%
ALAB vs WM
+15.6%
+191.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.3% | +4.3% |
| 7D | -26.3% | +1.2% | -27.5% | -25.0% |
| 30D | -50.1% | +13.1% | -63.2% | -43.8% |
| 3M | -42.5% | +3.6% | -46.1% | -39.0% |
| 6M | -10.8% | +8.1% | -18.9% | -1.1% |
| YTD | +14.6% | +8.9% | +5.7% | +28.7% |
| 1Y | +17.1% | +20.3% | -3.2% | +36.0% |
| All | +207.4% | +15.6% | +191.9% | +254.4% |
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