+17.3%
BABA vs WPM
+501.6%
-484.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.4% |
| 7D | -4.8% | +1.1% | -5.8% | -5.0% |
| 30D | -11.9% | +26.4% | -38.2% | -15.6% |
| 3M | -9.3% | +20.8% | -30.1% | -12.7% |
| 6M | -14.2% | +1.1% | -15.4% | -15.2% |
| YTD | -22.0% | +32.5% | -54.5% | -26.5% |
| 1Y | -12.7% | +51.5% | -64.2% | -19.7% |
| 3Y | +26.7% | +267.0% | -240.4% | -0.1% |
| 5Y | -29.3% | +250.1% | -279.5% | -44.9% |
| All | +17.3% | +501.6% | -484.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling