+945.1%
WDC vs ALAB
+449.6%
+495.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.9% | +9.1% | +4.0% |
| 7D | +6.0% | +3.2% | +2.8% | +4.9% |
| 30D | +9.9% | -13.6% | +23.5% | +14.1% |
| 3M | -9.4% | -16.6% | +7.2% | -5.0% |
| 6M | +94.7% | +142.3% | -47.6% | +59.0% |
| YTD | +177.4% | +73.6% | +103.7% | +138.6% |
| 1Y | +412.6% | +33.7% | +378.9% | +356.0% |
| All | +945.1% | +449.6% | +495.5% | +559.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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