+27.1%
BABA vs WM
+46.1%
-19.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.1% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | -11.9% | -2.4% | -9.5% | -12.1% |
| 3M | -9.3% | +0.4% | -9.7% | -9.2% |
| 6M | -14.2% | -9.5% | -4.8% | -14.6% |
| YTD | -22.0% | +0.5% | -22.5% | -22.2% |
| 1Y | -12.7% | -1.1% | -11.6% | -12.5% |
| All | +27.1% | +46.1% | -19.0% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling