+365.7%
ALAB vs WY
-28.8%
+394.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -6.8% |
| 7D | +3.2% | -2.1% | +5.3% | +3.4% |
| 30D | -13.6% | -10.5% | -3.1% | -12.6% |
| 3M | -16.6% | -4.9% | -11.7% | -16.6% |
| 6M | +142.3% | -4.9% | +147.2% | +141.3% |
| YTD | +73.6% | -1.7% | +75.3% | +70.4% |
| 1Y | +33.7% | -9.4% | +43.0% | +34.3% |
| All | +365.7% | -28.8% | +394.5% | +362.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling