+236.1%
ALNY vs WAB
+296.8%
-60.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -6.5% | +0.1% | -6.7% | -6.6% |
| 30D | +11.0% | -4.1% | +15.1% | +12.3% |
| 3M | -14.1% | +8.2% | -22.2% | -16.4% |
| 6M | -22.4% | +15.4% | -37.8% | -26.0% |
| YTD | -37.5% | +33.1% | -70.6% | -42.8% |
| 1Y | -46.9% | +48.1% | -95.0% | -53.1% |
| 3Y | +22.1% | +167.7% | -145.7% | -9.6% |
| 5Y | +31.2% | +225.7% | -194.5% | -8.8% |
| All | +236.1% | +296.8% | -60.7% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling