+15.8%
BABA vs WSM
+1,313.8%
-1,298.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.7% | -4.4% |
| 7D | +3.8% | +0.9% | +3.0% | +3.5% |
| 30D | -5.4% | +8.6% | -13.9% | -7.2% |
| 3M | -17.9% | +4.2% | -22.2% | -18.8% |
| 6M | -24.1% | +44.6% | -68.7% | -30.3% |
| YTD | -27.4% | +48.5% | -76.0% | -33.8% |
| 1Y | -36.1% | +34.7% | -70.7% | -40.5% |
| 3Y | +35.4% | +271.0% | -235.7% | -4.2% |
| 5Y | -30.1% | +180.9% | -211.0% | -49.8% |
| 10Y | +15.8% | +1,235.4% | -1,219.5% | -38.5% |
| All | +15.8% | +1,313.8% | -1,298.0% | -38.5% |
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