+248.5%
ALAB vs WST
+4.9%
+243.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -7.5% | +1.4% | -8.8% | -7.5% |
| 30D | -36.8% | +12.7% | -49.5% | -38.0% |
| 3M | -31.9% | +17.2% | -49.0% | -33.6% |
| 6M | +8.2% | +26.7% | -18.5% | +3.9% |
| YTD | +29.9% | +50.3% | -20.3% | +20.3% |
| 1Y | +24.4% | +50.2% | -25.8% | +15.1% |
| All | +248.5% | +4.9% | +243.6% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling