+15.6%
BABA vs WEC
+182.1%
-166.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | +8.6% | +3.2% | +5.4% | +8.4% |
| 30D | -1.1% | +14.7% | -15.8% | -1.7% |
| 3M | -15.9% | +10.2% | -26.2% | -16.3% |
| 6M | -17.5% | +4.5% | -22.0% | -17.8% |
| YTD | -25.6% | +15.1% | -40.7% | -26.3% |
| 1Y | -33.8% | +9.4% | -43.2% | -34.2% |
| 3Y | +34.6% | +56.9% | -22.3% | +29.7% |
| 5Y | -27.7% | +54.4% | -82.1% | -30.5% |
| All | +15.6% | +182.1% | -166.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling