-16.8%
ALAB vs WST
+29.8%
-46.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.0% | -15.6% | -17.9% |
| 7D | -38.2% | -5.8% | -32.4% | -36.6% |
| 30D | -54.0% | +5.3% | -59.3% | -53.3% |
| 3M | -43.6% | +11.8% | -55.5% | -43.0% |
| 6M | -16.8% | +26.7% | -43.5% | -12.7% |
| All | -16.8% | +29.8% | -46.6% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling