-37.5%
BABA vs WAB
+47.8%
-85.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.8% |
| 7D | +2.4% | +4.0% | -1.7% | +1.7% |
| 30D | -7.8% | +6.3% | -14.1% | -8.8% |
| 3M | -22.4% | +3.3% | -25.6% | -23.0% |
| 6M | -26.0% | +14.5% | -40.5% | -28.4% |
| YTD | -29.3% | +42.7% | -72.0% | -36.7% |
| 1Y | -37.5% | +45.2% | -82.7% | -43.7% |
| All | -37.5% | +47.8% | -85.3% | -43.7% |
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