+400.4%
ALAB vs WWD
+136.5%
+263.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.1% | +8.7% | +9.0% |
| 7D | +7.2% | +1.3% | +5.9% | +6.3% |
| 30D | -2.5% | -7.2% | +4.6% | +2.9% |
| 3M | -13.3% | -3.8% | -9.5% | -12.3% |
| 6M | +172.8% | -9.9% | +182.7% | +187.9% |
| YTD | +86.6% | +14.8% | +71.8% | +61.6% |
| 1Y | +65.2% | +42.1% | +23.1% | +17.1% |
| All | +400.4% | +136.5% | +263.9% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling