-28.3%
BABA vs WCC
+117.0%
-145.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | +11.6% | -14.7% | +26.3% | +15.0% |
| 30D | +2.3% | -20.1% | +22.3% | +6.8% |
| 3M | -13.7% | -21.2% | +7.5% | -10.0% |
| 6M | -21.9% | -19.2% | -2.7% | -19.5% |
| YTD | -24.6% | +20.2% | -44.9% | -30.0% |
| 1Y | -34.1% | +14.5% | -48.6% | -38.2% |
| 3Y | +36.3% | +115.1% | -78.9% | +2.9% |
| All | -28.3% | +117.0% | -145.2% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling