+33.9%
ALNY vs WAB
+221.8%
-187.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -6.5% | +0.1% | -6.7% | -6.6% |
| 30D | +11.0% | -4.1% | +15.1% | +12.5% |
| 3M | -14.1% | +8.2% | -22.2% | -16.8% |
| 6M | -22.4% | +15.4% | -37.8% | -26.8% |
| YTD | -37.5% | +33.1% | -70.6% | -43.9% |
| 1Y | -46.9% | +48.1% | -95.0% | -54.4% |
| 3Y | +22.1% | +167.7% | -145.7% | -16.5% |
| All | +33.9% | +221.8% | -187.9% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling