-35.3%
BABA vs WAB
+46.5%
-81.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.7% |
| 7D | +4.3% | +4.5% | -0.2% | +3.4% |
| 30D | -5.0% | +1.1% | -6.0% | -5.3% |
| 3M | -18.4% | -1.3% | -17.1% | -18.5% |
| 6M | -20.3% | +12.7% | -33.0% | -22.8% |
| YTD | -27.5% | +38.7% | -66.2% | -34.1% |
| 1Y | -35.3% | +44.9% | -80.3% | -40.0% |
| All | -35.3% | +46.5% | -81.9% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling