+17.1%
BABA vs WST
+441.1%
-424.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.9% |
| 7D | +11.6% | -3.1% | +14.7% | +12.4% |
| 30D | +2.3% | +9.1% | -6.8% | +0.2% |
| 3M | -13.7% | +14.7% | -28.4% | -16.5% |
| 6M | -21.9% | +28.0% | -49.9% | -26.6% |
| YTD | -24.6% | +45.6% | -70.3% | -31.8% |
| 1Y | -34.1% | +45.7% | -79.8% | -40.4% |
| 3Y | +36.3% | +21.1% | +15.2% | +19.8% |
| 5Y | -26.7% | +0.3% | -27.1% | -33.9% |
| All | +17.1% | +441.1% | -424.1% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling