+400.4%
ALAB vs WY
-27.8%
+428.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +8.9% | +9.7% |
| 7D | +7.2% | -1.7% | +9.0% | +7.4% |
| 30D | -2.5% | -10.1% | +7.6% | -1.5% |
| 3M | -13.3% | -5.1% | -8.2% | -13.1% |
| 6M | +172.8% | -4.8% | +177.6% | +172.0% |
| YTD | +86.6% | -0.2% | +86.8% | +82.9% |
| 1Y | +65.2% | -6.6% | +71.8% | +64.8% |
| All | +400.4% | -27.8% | +428.2% | +396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling