+7.0%
BABA vs WBD
-15.2%
+22.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -8.4% | +6.7% | -15.1% | -9.9% |
| 30D | -12.0% | +19.3% | -31.3% | -16.0% |
| 3M | +40.8% | +78.9% | -38.1% | +19.0% |
| 6M | +32.4% | +171.9% | -139.5% | -0.3% |
| YTD | +97.7% | +115.3% | -17.7% | +55.5% |
| 1Y | +68.9% | +177.2% | -108.3% | +22.6% |
| 3Y | +148.6% | +118.2% | +30.4% | +75.2% |
| All | +7.0% | -15.2% | +22.2% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling