+16.7%
BABA vs WAB
+283.1%
-266.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.2% | +1.7% | -1.8% | -0.7% |
| 30D | -12.3% | -2.4% | -9.8% | -11.7% |
| 3M | -5.3% | +9.7% | -15.0% | -8.6% |
| 6M | -13.1% | +16.5% | -29.6% | -17.8% |
| YTD | -22.4% | +33.7% | -56.2% | -29.7% |
| 1Y | -19.5% | +49.7% | -69.2% | -29.6% |
| 3Y | +32.9% | +170.9% | -138.0% | -4.4% |
| 5Y | -29.9% | +228.0% | -257.9% | -52.3% |
| 10Y | +16.7% | +284.8% | -268.1% | -29.3% |
| All | +16.7% | +283.1% | -266.4% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling