+38.2%
BABA vs W
+176.2%
-138.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.9% |
| 7D | -4.8% | -4.2% | -0.6% | -4.1% |
| 30D | -11.9% | -7.6% | -4.3% | -10.9% |
| 3M | -9.3% | +37.2% | -46.4% | -15.0% |
| 6M | -14.2% | +26.3% | -40.6% | -19.1% |
| YTD | -22.0% | -1.0% | -21.1% | -24.0% |
| 1Y | -12.7% | +20.1% | -32.8% | -18.3% |
| 3Y | +26.7% | +37.8% | -11.1% | +8.1% |
| 5Y | -29.3% | -63.7% | +34.3% | -35.3% |
| 10Y | +21.2% | +156.3% | -135.1% | -20.1% |
| All | +38.2% | +176.2% | -138.0% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling