+24.4%
ALAB vs WM
+20.3%
+4.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | +0.2% |
| 7D | -7.5% | +1.2% | -8.6% | -5.0% |
| 30D | -36.8% | +13.7% | -50.5% | -19.9% |
| 3M | -31.9% | +5.2% | -37.1% | -22.6% |
| 6M | +8.2% | +11.2% | -3.0% | +33.7% |
| YTD | +29.9% | +9.4% | +20.5% | +72.0% |
| 1Y | +24.4% | +20.4% | +4.0% | +78.4% |
| All | +24.4% | +20.3% | +4.1% | +78.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling