+22.3%
BABA vs WMB
+119.6%
-97.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.3% | +8.0% | +3.6% |
| 7D | +8.6% | -14.2% | +22.8% | +11.3% |
| 30D | -1.1% | -11.2% | +10.2% | +0.7% |
| 3M | -15.9% | -9.9% | -6.0% | -14.7% |
| 6M | -17.5% | -14.4% | -3.2% | -15.8% |
| YTD | -25.6% | +9.2% | -34.8% | -27.5% |
| 1Y | -33.8% | +15.1% | -48.9% | -36.2% |
| 3Y | +34.6% | +99.2% | -64.6% | +15.8% |
| 5Y | -27.7% | +180.2% | -207.9% | -41.7% |
| 10Y | +17.7% | +273.7% | -256.0% | -13.5% |
| All | +22.3% | +119.6% | -97.3% | -5.0% |
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 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