+11.4%
ALAB vs WSM
+44.5%
-33.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +1.4% |
| 7D | +26.9% | -3.2% | +30.1% | +29.4% |
| 30D | -30.0% | +4.6% | -34.6% | -31.9% |
| 3M | -28.5% | +2.4% | -31.0% | -29.8% |
| 6M | +11.4% | +43.7% | -32.2% | -18.0% |
| All | +11.4% | +44.5% | -33.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 6mo: compounded portfolio wealth divided by compounded WSM 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…
6mo analysis · Full analysis span regression · 6 months rolling