+241.9%
ALNY vs W
+177.7%
+64.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | +5.7% | +6.5% | -0.8% | +4.7% |
| 30D | +18.7% | -6.2% | +24.9% | +19.8% |
| 3M | -11.0% | +48.9% | -59.8% | -17.6% |
| 6M | -18.9% | +31.2% | -50.1% | -24.1% |
| YTD | -34.6% | -0.4% | -34.2% | -36.4% |
| 1Y | -42.8% | +14.8% | -57.7% | -46.3% |
| 3Y | +29.1% | +40.5% | -11.4% | +8.6% |
| 5Y | +39.6% | -62.1% | +101.7% | +28.0% |
| 10Y | +253.8% | +141.5% | +112.2% | +103.7% |
| All | +241.9% | +177.7% | +64.2% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling