-35.3%
BABA vs WETO
-99.3%
+64.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.4% | -6.5% | +4.8% |
| 7D | +4.3% | +3.6% | +0.7% | +4.2% |
| 30D | -5.0% | -17.2% | +12.3% | -5.0% |
| 3M | -18.4% | -83.7% | +65.3% | -18.5% |
| 6M | -20.3% | -98.3% | +78.0% | -22.6% |
| YTD | -27.5% | -99.0% | +71.5% | -28.1% |
| 1Y | -35.3% | -99.4% | +64.0% | -35.1% |
| All | -35.3% | -99.3% | +64.0% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling