-35.3%
BABA vs WST
+47.3%
-82.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.9% |
| 7D | +4.3% | +1.3% | +3.0% | +4.3% |
| 30D | -5.0% | +8.5% | -13.5% | -4.9% |
| 3M | -18.4% | +17.2% | -35.6% | -18.2% |
| 6M | -20.3% | +36.3% | -56.5% | -19.6% |
| YTD | -27.5% | +48.9% | -76.4% | -27.8% |
| 1Y | -35.3% | +42.9% | -78.2% | -35.8% |
| All | -35.3% | +47.3% | -82.6% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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