-29.0%
BABA vs WETO
-98.9%
+69.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +0.7% |
| 7D | -3.5% | -4.3% | +0.8% | -3.5% |
| 30D | -12.7% | -39.9% | +27.2% | -13.2% |
| 3M | -3.0% | -97.9% | +94.9% | -10.4% |
| 6M | -19.1% | -95.0% | +76.0% | -19.6% |
| YTD | -24.7% | -97.2% | +72.4% | -26.2% |
| 1Y | -29.0% | -98.9% | +69.9% | -33.4% |
| All | -29.0% | -98.9% | +69.9% | -33.4% |
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