-19.5%
BABA vs WSM
+14.1%
-33.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.2% | +2.6% | -2.7% | -0.8% |
| 30D | -12.3% | -9.5% | -2.8% | -10.1% |
| 3M | -5.3% | +12.9% | -18.2% | -9.3% |
| 6M | -13.1% | +23.0% | -36.1% | -19.5% |
| YTD | -22.4% | +28.9% | -51.3% | -29.3% |
| 1Y | -19.5% | +13.7% | -33.1% | -27.5% |
| All | -19.5% | +14.1% | -33.6% | -27.5% |
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 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