+32.9%
BABA vs WSM
+239.4%
-206.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.2% | +2.6% | -2.7% | -0.5% |
| 30D | -12.3% | -9.5% | -2.8% | -11.1% |
| 3M | -5.3% | +12.9% | -18.2% | -7.2% |
| 6M | -13.1% | +23.0% | -36.1% | -16.0% |
| YTD | -22.4% | +28.9% | -51.3% | -25.4% |
| 1Y | -19.5% | +13.7% | -33.1% | -21.6% |
| 3Y | +32.9% | +232.6% | -199.7% | +27.5% |
| All | +32.9% | +239.4% | -206.5% | +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 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