-62.0%
ALNY vs WAB
+46.5%
-108.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.6% |
| 7D | -30.7% | +4.5% | -35.2% | -31.2% |
| 30D | -26.7% | +1.1% | -27.8% | -26.9% |
| 3M | -26.4% | -1.3% | -25.2% | -26.3% |
| 6M | -45.9% | +12.7% | -58.7% | -47.7% |
| YTD | -59.5% | +38.7% | -98.2% | -62.1% |
| 1Y | -62.0% | +44.9% | -106.9% | -63.8% |
| All | -62.0% | +46.5% | -108.5% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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