+20.2%
BABA vs WMB
+281.6%
-261.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.6% |
| 7D | -3.6% | +1.6% | -5.1% | -4.0% |
| 30D | -8.4% | -7.1% | -1.3% | -7.3% |
| 3M | -20.6% | -4.0% | -16.6% | -20.3% |
| 6M | -25.4% | -5.7% | -19.7% | -25.0% |
| YTD | -30.1% | +17.2% | -47.3% | -33.5% |
| 1Y | -36.3% | +17.2% | -53.5% | -39.4% |
| 3Y | +30.4% | +121.1% | -90.7% | +4.3% |
| 5Y | -35.7% | +197.2% | -232.9% | -52.4% |
| All | +20.2% | +281.6% | -261.4% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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