+923.2%
WDC vs ALAB
+490.6%
+432.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +9.8% | -3.9% | +3.2% |
| 7D | +1.7% | +7.2% | -5.5% | -0.3% |
| 30D | -10.0% | -2.5% | -7.4% | -9.6% |
| 3M | -18.8% | -13.3% | -5.4% | -15.7% |
| 6M | +79.0% | +172.8% | -93.8% | +42.1% |
| YTD | +171.6% | +86.6% | +85.0% | +129.3% |
| 1Y | +417.4% | +65.2% | +352.2% | +338.7% |
| All | +923.2% | +490.6% | +432.6% | +533.9% |
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