+11.7%
BABA vs W
+211.1%
-199.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.6% | -4.5% | -6.6% |
| 7D | -12.7% | -1.7% | -11.0% | -12.5% |
| 30D | -14.9% | +3.2% | -18.1% | -15.6% |
| 3M | -24.6% | +8.3% | -32.9% | -26.0% |
| 6M | -29.3% | +84.3% | -113.6% | -37.9% |
| YTD | -35.0% | +11.0% | -46.1% | -38.3% |
| 1Y | -39.7% | -0.2% | -39.5% | -41.8% |
| 3Y | +21.2% | +157.9% | -136.8% | -9.0% |
| 5Y | -39.9% | -56.8% | +16.9% | -46.7% |
| All | +11.7% | +211.1% | -199.4% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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