+189.3%
ALAB vs WM
+18.0%
+171.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +1.2% | -20.8% | -18.5% |
| 7D | -38.2% | +4.5% | -42.7% | -35.3% |
| 30D | -54.0% | +16.1% | -70.0% | -46.9% |
| 3M | -43.6% | +8.0% | -51.7% | -38.2% |
| 6M | -16.8% | +8.4% | -25.2% | -6.6% |
| YTD | +7.9% | +11.2% | -3.3% | +23.3% |
| 1Y | -1.4% | +22.3% | -23.7% | +16.5% |
| All | +189.3% | +18.0% | +171.3% | +239.7% |
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