+400.4%
ALAB vs WM
+6.6%
+393.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +11.0% | +8.8% |
| 7D | +7.2% | -0.3% | +7.5% | +7.1% |
| 30D | -2.5% | -2.4% | -0.2% | -4.1% |
| 3M | -13.3% | +0.4% | -13.7% | -12.1% |
| 6M | +172.8% | -9.5% | +182.3% | +168.4% |
| YTD | +86.6% | +0.5% | +86.1% | +91.4% |
| 1Y | +65.2% | -1.1% | +66.2% | +71.0% |
| All | +400.4% | +6.6% | +393.8% | +427.0% |
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