+249.6%
ALAB vs WU
-34.0%
+283.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.3% | +14.0% | +13.7% |
| 7D | -5.6% | +9.1% | -14.6% | -5.6% |
| 30D | -36.6% | +12.1% | -48.7% | -36.8% |
| 3M | -35.1% | +0.3% | -35.4% | -34.7% |
| 6M | +8.5% | -19.1% | +27.7% | +10.4% |
| YTD | +30.4% | -19.2% | +49.6% | +32.3% |
| 1Y | +31.0% | -15.3% | +46.3% | +30.8% |
| All | +249.6% | -34.0% | +283.7% | +250.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling