+28.2%
BABA vs WAT
+298.1%
-269.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | -11.9% | +2.3% | -14.2% | -12.7% |
| 3M | -9.3% | +8.7% | -18.0% | -12.2% |
| 6M | -14.2% | +28.3% | -42.6% | -22.4% |
| YTD | -22.0% | +7.8% | -29.8% | -25.5% |
| 1Y | -12.7% | +36.6% | -49.3% | -23.9% |
| 3Y | +26.7% | +45.7% | -19.0% | +1.7% |
| 5Y | -29.3% | -3.3% | -26.0% | -34.3% |
| 10Y | +21.2% | +162.1% | -140.9% | -32.4% |
| All | +28.2% | +298.1% | -269.9% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling