+3,452.6%
ALNY vs WAB
+3,623.5%
-170.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.8% |
| 3M | -14.1% | +8.2% | -22.2% | -17.3% |
| 6M | -22.4% | +15.4% | -37.8% | -27.5% |
| YTD | -37.5% | +33.1% | -70.6% | -44.9% |
| 1Y | -46.9% | +48.1% | -95.0% | -55.4% |
| 3Y | +22.1% | +167.7% | -145.7% | -20.7% |
| 5Y | +31.2% | +225.7% | -194.5% | -22.7% |
| 10Y | +256.3% | +293.7% | -37.4% | +70.9% |
| All | +3,452.6% | +3,623.5% | -170.9% | +723.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling