-27.7%
BABA vs W
-55.2%
+27.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.2% | +10.9% | +4.2% |
| 7D | +8.6% | -5.6% | +14.2% | +9.6% |
| 30D | -1.1% | +7.5% | -8.6% | -2.7% |
| 3M | -15.9% | +5.4% | -21.3% | -17.1% |
| 6M | -17.5% | +79.4% | -96.9% | -28.3% |
| YTD | -25.6% | +12.9% | -38.5% | -29.9% |
| 1Y | -33.8% | +12.4% | -46.2% | -37.9% |
| 3Y | +34.6% | +128.5% | -93.9% | -1.1% |
| 5Y | -27.7% | -54.0% | +26.3% | -34.8% |
| All | -27.7% | -55.2% | +27.5% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling