+15.6%
BABA vs WM
+348.7%
-333.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.5% | +2.5% |
| 7D | +8.6% | +4.5% | +4.1% | +7.9% |
| 30D | -1.1% | +16.1% | -17.2% | -3.4% |
| 3M | -15.9% | +8.0% | -24.0% | -17.0% |
| 6M | -17.5% | +8.4% | -26.0% | -18.8% |
| YTD | -25.6% | +11.2% | -36.8% | -27.4% |
| 1Y | -33.8% | +22.3% | -56.1% | -36.8% |
| 3Y | +34.6% | +50.2% | -15.6% | +21.4% |
| 5Y | -27.7% | +63.3% | -90.9% | -36.9% |
| All | +15.6% | +348.7% | -333.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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