+36.3%
BABA vs WMB
+97.7%
-61.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +11.6% | -13.8% | +25.5% | +12.6% |
| 30D | +2.3% | -10.3% | +12.6% | +2.7% |
| 3M | -13.7% | -10.1% | -3.6% | -13.4% |
| 6M | -21.9% | -11.8% | -10.1% | -21.6% |
| YTD | -24.6% | +8.9% | -33.6% | -26.9% |
| 1Y | -34.1% | +14.0% | -48.1% | -36.6% |
| 3Y | +36.3% | +100.5% | -64.3% | +2.1% |
| All | +36.3% | +97.7% | -61.5% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling