+28.2%
BABA vs WMB
+151.6%
-123.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.3% |
| 7D | -4.8% | +0.6% | -5.3% | -4.9% |
| 30D | -11.9% | +3.3% | -15.2% | -12.5% |
| 3M | -9.3% | +3.1% | -12.4% | -10.0% |
| 6M | -14.2% | -0.7% | -13.5% | -14.5% |
| YTD | -22.0% | +25.2% | -47.2% | -25.6% |
| 1Y | -12.7% | +32.9% | -45.6% | -17.8% |
| 3Y | +26.7% | +140.6% | -113.9% | +5.7% |
| 5Y | -29.3% | +273.5% | -302.8% | -45.7% |
| 10Y | +21.2% | +334.2% | -313.0% | -12.9% |
| All | +28.2% | +151.6% | -123.5% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling