+15.8%
BABA vs W
+268.4%
-252.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.6% | -8.3% | -4.5% |
| 7D | +3.8% | +3.3% | +0.5% | +3.1% |
| 30D | -5.4% | +10.5% | -15.9% | -7.3% |
| 3M | -17.9% | +9.6% | -27.6% | -19.6% |
| 6M | -24.1% | +76.4% | -100.5% | -32.8% |
| YTD | -27.4% | +16.4% | -43.8% | -31.6% |
| 1Y | -36.1% | +9.3% | -45.4% | -39.3% |
| 3Y | +35.4% | +172.8% | -137.4% | +0.7% |
| 5Y | -30.1% | -53.4% | +23.3% | -38.8% |
| 10Y | +15.8% | +243.6% | -227.8% | -35.9% |
| All | +15.8% | +268.4% | -252.6% | -35.9% |
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