+17.1%
BABA vs W
+238.4%
-221.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +11.6% | -3.6% | +15.2% | +12.2% |
| 30D | +2.3% | +7.0% | -4.7% | +0.8% |
| 3M | -13.7% | +7.4% | -21.1% | -15.1% |
| 6M | -21.9% | +69.3% | -91.2% | -30.3% |
| YTD | -24.6% | +11.3% | -35.9% | -28.4% |
| 1Y | -34.1% | +13.2% | -47.3% | -37.8% |
| 3Y | +36.3% | +142.0% | -105.8% | +3.7% |
| 5Y | -26.7% | -54.6% | +27.9% | -35.5% |
| All | +17.1% | +238.4% | -221.3% | -31.5% |
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