+248.5%
ALAB vs WWD
+128.3%
+120.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -7.5% | +0.4% | -7.9% | -6.7% |
| 30D | -36.8% | -0.4% | -36.4% | -35.9% |
| 3M | -31.9% | -6.1% | -25.8% | -27.5% |
| 6M | +8.2% | -9.5% | +17.7% | +16.3% |
| YTD | +29.9% | +10.8% | +19.1% | +17.3% |
| 1Y | +24.4% | +23.5% | +0.9% | +2.0% |
| All | +248.5% | +128.3% | +120.2% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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