-35.7%
BABA vs WAT
+33.2%
-68.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -3.6% | +0.7% | -4.3% | -3.8% |
| 30D | -8.4% | +9.0% | -17.3% | -10.5% |
| 3M | -20.6% | +13.5% | -34.1% | -23.4% |
| 6M | -25.4% | +35.3% | -60.7% | -31.7% |
| YTD | -30.1% | +24.0% | -54.1% | -34.9% |
| 1Y | -36.3% | +22.0% | -58.2% | -40.5% |
| 3Y | +30.4% | +84.0% | -53.6% | -2.5% |
| 5Y | -35.7% | +34.4% | -70.1% | -47.1% |
| All | -35.7% | +33.2% | -68.9% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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