+25.0%
ALAB vs WY
-9.1%
+34.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.4% |
| 7D | -6.2% | -4.2% | -2.0% | -7.0% |
| 30D | -8.7% | -10.1% | +1.4% | -10.7% |
| 3M | -20.7% | -8.5% | -12.3% | -22.1% |
| 6M | +133.5% | -3.3% | +136.9% | +128.5% |
| YTD | +75.1% | -4.4% | +79.5% | +68.5% |
| 1Y | +25.0% | -11.5% | +36.5% | +15.9% |
| All | +25.0% | -9.1% | +34.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling