+11.7%
BABA vs WCC
+431.3%
-419.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -13.8% | +9.9% | -23.7% | -15.5% |
| 30D | -15.1% | -8.4% | -6.7% | -14.2% |
| 3M | -22.7% | -10.3% | -12.4% | -21.9% |
| 6M | -34.7% | -10.5% | -24.2% | -34.3% |
| YTD | -35.0% | +32.2% | -67.2% | -40.2% |
| 1Y | -40.4% | +25.5% | -65.9% | -44.6% |
| 3Y | +21.9% | +134.7% | -112.8% | -4.7% |
| 5Y | -39.9% | +139.9% | -179.8% | -55.1% |
| All | +11.7% | +431.3% | -419.6% | -27.4% |
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