+28.2%
BABA vs WCC
+335.2%
-307.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +0.4% |
| 7D | -4.8% | +4.5% | -9.2% | -5.7% |
| 30D | -11.9% | -5.8% | -6.1% | -11.0% |
| 3M | -9.3% | -3.7% | -5.6% | -9.2% |
| 6M | -14.2% | +23.1% | -37.3% | -19.1% |
| YTD | -22.0% | +44.2% | -66.2% | -29.1% |
| 1Y | -12.7% | +62.1% | -74.8% | -23.0% |
| 3Y | +26.7% | +121.1% | -94.5% | +0.2% |
| 5Y | -29.3% | +214.0% | -243.3% | -50.2% |
| 10Y | +21.2% | +472.8% | -451.5% | -30.0% |
| All | +28.2% | +335.2% | -307.0% | -13.7% |
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