+365.7%
ALAB vs WTW
+22.9%
+342.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.8% | -4.1% | -8.0% |
| 7D | +3.2% | -2.7% | +5.9% | +2.1% |
| 30D | -13.6% | -5.6% | -7.9% | -15.4% |
| 3M | -16.6% | +26.5% | -43.1% | -6.8% |
| 6M | +142.3% | +8.1% | +134.2% | +166.8% |
| YTD | +73.6% | -0.3% | +73.9% | +87.6% |
| 1Y | +33.7% | -0.9% | +34.5% | +44.2% |
| All | +365.7% | +22.9% | +342.8% | +491.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WTW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling