-12.7%
BABA vs WSM
+19.9%
-32.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.8% |
| 7D | -4.8% | -3.3% | -1.5% | -4.0% |
| 30D | -11.9% | -8.4% | -3.5% | -10.0% |
| 3M | -9.3% | +9.7% | -18.9% | -12.2% |
| 6M | -14.2% | +16.7% | -30.9% | -19.1% |
| YTD | -22.0% | +28.7% | -50.7% | -28.9% |
| 1Y | -12.7% | +13.7% | -26.4% | -20.9% |
| All | -12.7% | +19.9% | -32.6% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling