+22.3%
BABA vs WCC
+255.2%
-232.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.2% | +4.6% |
| 7D | +8.6% | -21.9% | +30.5% | +13.8% |
| 30D | -1.1% | -25.4% | +24.3% | +4.6% |
| 3M | -15.9% | -23.1% | +7.2% | -12.0% |
| 6M | -17.5% | -18.1% | +0.5% | -15.4% |
| YTD | -25.6% | +17.7% | -43.3% | -29.9% |
| 1Y | -33.8% | +12.4% | -46.2% | -37.2% |
| 3Y | +34.6% | +105.9% | -71.3% | +7.3% |
| 5Y | -27.7% | +116.8% | -144.4% | -45.2% |
| 10Y | +17.7% | +456.1% | -438.4% | -33.2% |
| All | +22.3% | +255.2% | -232.9% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling