+23.9%
BABA vs WAB
+260.2%
-236.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | +0.7% |
| 7D | +11.6% | +1.4% | +10.2% | +11.0% |
| 30D | +2.3% | +0.4% | +1.9% | +2.0% |
| 3M | -13.7% | -3.8% | -9.8% | -12.8% |
| 6M | -21.9% | +5.1% | -27.0% | -23.8% |
| YTD | -24.6% | +33.3% | -58.0% | -32.1% |
| 1Y | -34.1% | +39.8% | -73.9% | -41.6% |
| 3Y | +36.3% | +161.1% | -124.8% | -2.8% |
| 5Y | -26.7% | +209.5% | -236.2% | -50.6% |
| 10Y | +19.2% | +293.8% | -274.6% | -31.6% |
| All | +23.9% | +260.2% | -236.4% | -29.2% |
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