-62.0%
ALNY vs W
+21.5%
-83.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.0% | -10.3% | +0.2% |
| 7D | -30.7% | +8.4% | -39.1% | -31.0% |
| 30D | -26.7% | +16.5% | -43.3% | -27.5% |
| 3M | -26.4% | +6.4% | -32.9% | -27.0% |
| 6M | -45.9% | +90.5% | -136.5% | -48.8% |
| YTD | -59.5% | +23.1% | -82.5% | -61.1% |
| 1Y | -62.0% | +24.3% | -86.2% | -63.5% |
| All | -62.0% | +21.5% | -83.4% | -63.5% |
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