+358.7%
ALAB vs WU
-36.0%
+394.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.3% |
| 7D | +0.6% | -5.0% | +5.6% | +1.0% |
| 30D | -8.8% | -2.3% | -6.5% | -8.6% |
| 3M | -14.0% | -3.2% | -10.8% | -15.9% |
| 6M | +144.3% | -25.0% | +169.3% | +149.4% |
| YTD | +71.0% | -21.7% | +92.7% | +72.9% |
| 1Y | +23.5% | -9.0% | +32.5% | +17.3% |
| All | +358.7% | -36.0% | +394.7% | +357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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