+534.5%
WDC vs ALAB
+312.6%
+221.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +13.7% | -3.9% | +5.8% |
| 7D | -14.4% | -5.6% | -8.8% | -12.7% |
| 30D | -27.1% | -36.6% | +9.6% | -16.8% |
| 3M | -33.3% | -35.1% | +1.8% | -25.1% |
| 6M | -39.6% | +8.5% | -48.1% | -39.8% |
| YTD | +68.4% | +30.4% | +38.0% | +56.6% |
| 1Y | +78.2% | +31.0% | +47.1% | +64.3% |
| All | +534.5% | +312.6% | +221.9% | +332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling