+365.7%
ALAB vs WWD
+131.8%
+233.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.9% | -5.4% |
| 7D | +3.2% | +0.8% | +2.4% | +2.8% |
| 30D | -13.6% | -6.4% | -7.1% | -9.1% |
| 3M | -16.6% | -5.6% | -11.0% | -14.5% |
| 6M | +142.3% | -9.1% | +151.4% | +153.8% |
| YTD | +73.6% | +12.5% | +61.1% | +52.8% |
| 1Y | +33.7% | +41.3% | -7.7% | -5.0% |
| All | +365.7% | +131.8% | +233.9% | +118.7% |
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