-41.3%
ALNY vs W
+25.7%
-67.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.5% |
| 7D | +12.2% | -4.2% | +16.4% | +12.5% |
| 30D | +16.3% | -7.6% | +23.9% | +16.8% |
| 3M | -12.4% | +37.2% | -49.5% | -14.5% |
| 6M | -18.7% | +26.3% | -45.0% | -20.8% |
| YTD | -33.1% | -1.0% | -32.1% | -34.5% |
| 1Y | -41.3% | +20.1% | -61.4% | -42.5% |
| All | -41.3% | +25.7% | -67.0% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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