+34.5%
BABA vs W
+126.8%
-92.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.2% | +10.9% | +3.7% |
| 7D | +8.6% | -5.6% | +14.2% | +9.2% |
| 30D | -1.1% | +7.5% | -8.6% | -2.2% |
| 3M | -15.9% | +5.4% | -21.3% | -16.8% |
| 6M | -17.5% | +79.4% | -96.9% | -25.3% |
| YTD | -25.6% | +12.9% | -38.5% | -28.5% |
| 1Y | -33.8% | +12.4% | -46.2% | -36.6% |
| All | +34.5% | +126.8% | -92.2% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling