+17.1%
ALAB vs WM
+20.0%
-2.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.3% | +2.7% |
| 7D | -26.3% | +1.2% | -27.5% | -24.0% |
| 30D | -50.1% | +13.1% | -63.2% | -37.3% |
| 3M | -42.5% | +3.6% | -46.1% | -36.3% |
| 6M | -10.8% | +8.1% | -18.9% | +8.0% |
| YTD | +14.6% | +8.9% | +5.7% | +50.7% |
| 1Y | +17.1% | +20.3% | -3.2% | +63.8% |
| All | +17.1% | +20.0% | -2.9% | +63.8% |
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