+16.0%
BABA vs WAB
+282.9%
-266.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.6% | +3.1% | -6.7% | -4.7% |
| 30D | -8.4% | +6.4% | -14.8% | -10.3% |
| 3M | -20.6% | +2.2% | -22.8% | -21.3% |
| 6M | -25.4% | +13.7% | -39.1% | -28.9% |
| YTD | -30.1% | +43.0% | -73.1% | -38.1% |
| 1Y | -36.3% | +47.0% | -83.3% | -44.1% |
| 3Y | +30.4% | +174.4% | -144.0% | -7.0% |
| 5Y | -35.7% | +222.2% | -257.9% | -56.6% |
| 10Y | +16.0% | +276.9% | -260.9% | -31.3% |
| All | +16.0% | +282.9% | -266.9% | -31.3% |
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