+16.0%
BABA vs WCC
+453.1%
-437.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.8% |
| 7D | -3.6% | +3.3% | -6.9% | -4.5% |
| 30D | -8.4% | -9.4% | +1.1% | -7.2% |
| 3M | -20.6% | -10.5% | -10.1% | -19.7% |
| 6M | -25.4% | -10.4% | -15.0% | -24.9% |
| YTD | -30.1% | +34.4% | -64.5% | -35.9% |
| 1Y | -36.3% | +27.7% | -63.9% | -41.0% |
| 3Y | +30.4% | +137.9% | -107.6% | +1.7% |
| 5Y | -35.7% | +147.0% | -182.8% | -52.2% |
| 10Y | +16.0% | +442.5% | -426.5% | -21.8% |
| All | +16.0% | +453.1% | -437.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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