+16.7%
BABA vs WSM
+1,015.9%
-999.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.2% | +2.6% | -2.7% | -0.7% |
| 30D | -12.3% | -9.5% | -2.8% | -10.4% |
| 3M | -5.3% | +12.9% | -18.2% | -8.1% |
| 6M | -13.1% | +23.0% | -36.1% | -17.3% |
| YTD | -22.4% | +28.9% | -51.3% | -27.0% |
| 1Y | -19.5% | +13.7% | -33.1% | -22.4% |
| 3Y | +32.9% | +232.6% | -199.7% | -4.0% |
| 5Y | -29.9% | +185.9% | -215.7% | -49.6% |
| 10Y | +16.7% | +998.6% | -981.9% | -35.5% |
| All | +16.7% | +1,015.9% | -999.2% | -35.5% |
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