+35.4%
BABA vs WMB
+110.9%
-75.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -3.9% |
| 7D | +3.8% | -6.7% | +10.5% | +4.2% |
| 30D | -5.4% | -8.6% | +3.2% | -5.0% |
| 3M | -17.9% | -4.9% | -13.0% | -17.9% |
| 6M | -24.1% | -6.3% | -17.8% | -24.1% |
| YTD | -27.4% | +13.0% | -40.4% | -29.7% |
| 1Y | -36.1% | +14.9% | -51.0% | -38.3% |
| 3Y | +35.4% | +113.4% | -78.0% | -0.2% |
| All | +35.4% | +110.9% | -75.5% | -0.2% |
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