+259.9%
ALAB vs WM
+16.7%
+243.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.1% | -3.0% |
| 7D | -24.9% | +5.9% | -30.8% | -20.6% |
| 30D | -38.4% | +15.4% | -53.8% | -29.6% |
| 3M | -38.3% | +6.3% | -44.6% | -33.4% |
| 6M | +10.9% | +5.6% | +5.4% | +22.4% |
| YTD | +34.2% | +9.9% | +24.3% | +51.4% |
| 1Y | +24.5% | +20.8% | +3.7% | +45.0% |
| All | +259.9% | +16.7% | +243.3% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling