+32.7%
BABA vs WAB
+173.8%
-141.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.0% |
| 7D | +2.4% | +4.0% | -1.7% | +1.1% |
| 30D | -7.8% | +6.3% | -14.1% | -9.5% |
| 3M | -22.4% | +3.3% | -25.6% | -23.3% |
| 6M | -26.0% | +14.5% | -40.5% | -29.4% |
| YTD | -29.3% | +42.7% | -72.0% | -37.5% |
| 1Y | -37.5% | +45.2% | -82.7% | -45.1% |
| All | +32.7% | +173.8% | -141.1% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling