+11.7%
BABA vs WSM
+1,131.4%
-1,119.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.3% |
| 7D | -13.8% | 0.0% | -13.8% | -13.8% |
| 30D | -15.1% | +5.1% | -20.2% | -16.1% |
| 3M | -22.7% | +5.1% | -27.8% | -23.7% |
| 6M | -34.7% | +48.6% | -83.3% | -40.4% |
| YTD | -35.0% | +44.2% | -79.2% | -40.4% |
| 1Y | -40.4% | +38.1% | -78.5% | -44.8% |
| 3Y | +21.9% | +257.2% | -235.3% | -13.1% |
| 5Y | -39.9% | +165.1% | -205.0% | -56.4% |
| All | +11.7% | +1,131.4% | -1,119.6% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling