+28.2%
BABA vs WEC
+255.1%
-226.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -11.9% | -1.3% | -10.6% | -11.8% |
| 3M | -9.3% | -3.9% | -5.3% | -9.1% |
| 6M | -14.2% | -8.3% | -5.9% | -13.9% |
| YTD | -22.0% | +3.1% | -25.1% | -22.4% |
| 1Y | -12.7% | +1.9% | -14.6% | -13.0% |
| 3Y | +26.7% | +41.9% | -15.3% | +22.4% |
| 5Y | -29.3% | +30.8% | -60.1% | -31.5% |
| 10Y | +21.2% | +141.9% | -120.7% | +10.6% |
| All | +28.2% | +255.1% | -226.9% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling