+14.9%
BABA vs WCN
+526.8%
-511.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -8.4% | +25.3% | -33.7% | -15.1% |
| 3M | -20.6% | +15.4% | -36.0% | -24.5% |
| 6M | -25.4% | +27.8% | -53.2% | -31.9% |
| YTD | -30.1% | +10.6% | -40.7% | -33.1% |
| 1Y | -36.3% | +15.8% | -52.1% | -40.2% |
| 3Y | +30.4% | +50.3% | -19.9% | +7.6% |
| 5Y | -35.7% | +46.9% | -82.7% | -47.3% |
| 10Y | +16.0% | +318.8% | -302.8% | -43.8% |
| All | +14.9% | +526.8% | -511.9% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling