-30.1%
BABA vs WMB
+191.1%
-221.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -4.4% |
| 7D | +3.8% | -6.7% | +10.5% | +5.0% |
| 30D | -5.4% | -8.6% | +3.2% | -4.1% |
| 3M | -17.9% | -4.9% | -13.0% | -17.6% |
| 6M | -24.1% | -6.3% | -17.8% | -23.9% |
| YTD | -27.4% | +13.0% | -40.4% | -31.1% |
| 1Y | -36.1% | +14.9% | -51.0% | -39.7% |
| 3Y | +35.4% | +113.4% | -78.0% | -1.5% |
| 5Y | -30.1% | +190.2% | -220.2% | -57.2% |
| All | -30.1% | +191.1% | -221.2% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling