+36.3%
BABA vs WSM
+245.0%
-208.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.5% |
| 7D | +11.6% | +0.5% | +11.1% | +11.5% |
| 30D | +2.3% | +6.0% | -3.7% | +1.3% |
| 3M | -13.7% | +3.2% | -16.9% | -14.2% |
| 6M | -21.9% | +37.1% | -59.0% | -25.9% |
| YTD | -24.6% | +44.2% | -68.8% | -28.9% |
| 1Y | -34.1% | +34.2% | -68.3% | -37.3% |
| 3Y | +36.3% | +249.3% | -213.0% | +39.5% |
| All | +36.3% | +245.0% | -208.8% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling