+34.5%
BABA vs WAB
+153.1%
-118.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +4.2% |
| 7D | +8.6% | -2.5% | +11.0% | +9.2% |
| 30D | -1.1% | -4.4% | +3.3% | 0.0% |
| 3M | -15.9% | -5.9% | -10.0% | -14.7% |
| 6M | -17.5% | +5.9% | -23.5% | -19.7% |
| YTD | -25.6% | +30.9% | -56.5% | -32.6% |
| 1Y | -33.8% | +35.8% | -69.6% | -40.8% |
| All | +34.5% | +153.1% | -118.6% | -4.3% |
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 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