-35.7%
BABA vs WING
+3.2%
-38.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -3.6% | -0.5% | -3.0% | -3.6% |
| 30D | -8.4% | +32.3% | -40.7% | -12.7% |
| 3M | -20.6% | +50.2% | -70.8% | -26.3% |
| 6M | -25.4% | +31.7% | -57.0% | -30.4% |
| YTD | -30.1% | -29.6% | -0.5% | -27.4% |
| 1Y | -36.3% | -29.7% | -6.6% | -34.0% |
| 3Y | +30.4% | -19.8% | +50.2% | +15.5% |
| 5Y | -35.7% | +3.1% | -38.8% | -49.8% |
| All | -35.7% | +3.2% | -38.9% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 5y: compounded portfolio wealth divided by compounded WING 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…
5y analysis · Full analysis span regression · 6 months rolling