-31.3%
BABA vs WAB
+222.7%
-254.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | -4.8% | -3.2% | -1.6% | -3.3% |
| 30D | -11.9% | -4.4% | -7.5% | -10.2% |
| 3M | -9.3% | +7.9% | -17.1% | -13.5% |
| 6M | -14.2% | +8.7% | -23.0% | -18.9% |
| YTD | -22.0% | +33.0% | -55.0% | -33.6% |
| 1Y | -12.7% | +46.7% | -59.4% | -29.6% |
| 3Y | +26.7% | +153.0% | -126.3% | -30.1% |
| All | -31.3% | +222.7% | -254.0% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling