+23.9%
BABA vs WSM
+872.3%
-848.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.7% |
| 7D | +11.6% | +0.5% | +11.1% | +11.5% |
| 30D | +2.3% | +6.0% | -3.7% | +0.9% |
| 3M | -13.7% | +3.2% | -16.9% | -14.4% |
| 6M | -21.9% | +37.1% | -59.0% | -27.5% |
| YTD | -24.6% | +44.2% | -68.8% | -30.8% |
| 1Y | -34.1% | +34.2% | -68.3% | -38.6% |
| 3Y | +36.3% | +249.3% | -213.0% | -2.2% |
| 5Y | -26.7% | +169.3% | -196.0% | -46.7% |
| 10Y | +19.2% | +1,241.2% | -1,222.0% | -40.9% |
| All | +23.9% | +872.3% | -848.4% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling