-28.3%
BABA vs WCN
+45.6%
-73.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.5% |
| 7D | +11.6% | +2.9% | +8.7% | +11.2% |
| 30D | +2.3% | +22.1% | -19.8% | -1.0% |
| 3M | -13.7% | +13.2% | -26.9% | -15.4% |
| 6M | -21.9% | +23.7% | -45.6% | -24.9% |
| YTD | -24.6% | +8.7% | -33.4% | -25.5% |
| 1Y | -34.1% | +15.3% | -49.4% | -36.0% |
| 3Y | +36.3% | +46.0% | -9.8% | +19.2% |
| All | -28.3% | +45.6% | -73.9% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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