-31.3%
BABA vs WCN
+30.3%
-61.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | -4.8% | -0.6% | -4.1% | -4.7% |
| 30D | -11.9% | +0.4% | -12.3% | -12.0% |
| 3M | -9.3% | +7.3% | -16.6% | -10.7% |
| 6M | -14.2% | -2.5% | -11.7% | -13.9% |
| YTD | -22.0% | -5.4% | -16.7% | -21.2% |
| 1Y | -12.7% | -8.5% | -4.3% | -11.1% |
| 3Y | +26.7% | +20.8% | +5.9% | +16.0% |
| All | -31.3% | +30.3% | -61.6% | -43.5% |
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