+16.7%
BABA vs WBD
+10.9%
+5.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.7% |
| 7D | -2.2% | -1.7% | -0.5% | -1.8% |
| 30D | -17.3% | +3.9% | -21.2% | -18.0% |
| 3M | -7.8% | +5.1% | -12.8% | -8.8% |
| 6M | -16.8% | +0.6% | -17.3% | -16.9% |
| YTD | -24.7% | -3.2% | -21.5% | -24.3% |
| 1Y | -24.9% | +127.7% | -152.6% | -37.5% |
| 3Y | +29.1% | +146.6% | -117.5% | +0.2% |
| 5Y | -30.5% | +4.2% | -34.7% | -38.3% |
| 10Y | +16.7% | +13.7% | +3.0% | -7.2% |
| All | +16.7% | +10.9% | +5.8% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling