-46.9%
ALNY vs WAB
+49.7%
-96.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -6.5% | +0.1% | -6.7% | -6.6% |
| 30D | +11.0% | -4.1% | +15.1% | +11.8% |
| 3M | -14.1% | +8.2% | -22.2% | -15.8% |
| 6M | -22.4% | +15.4% | -37.8% | -25.6% |
| YTD | -37.5% | +33.1% | -70.6% | -40.3% |
| 1Y | -46.9% | +48.1% | -95.0% | -49.2% |
| All | -46.9% | +49.7% | -96.6% | -49.2% |
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