+22.3%
BABA vs WAB
+253.7%
-231.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +4.4% |
| 7D | +8.6% | -2.5% | +11.0% | +9.3% |
| 30D | -1.1% | -4.4% | +3.3% | +0.2% |
| 3M | -15.9% | -5.9% | -10.0% | -14.5% |
| 6M | -17.5% | +5.9% | -23.5% | -19.8% |
| YTD | -25.6% | +30.9% | -56.5% | -32.6% |
| 1Y | -33.8% | +35.8% | -69.6% | -40.8% |
| 3Y | +34.6% | +154.0% | -119.4% | -3.1% |
| 5Y | -27.7% | +203.9% | -231.5% | -51.0% |
| 10Y | +17.7% | +286.7% | -269.0% | -32.1% |
| All | +22.3% | +253.7% | -231.4% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling