+16.0%
BABA vs WST
+321.8%
-305.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -11.9% | -3.1% | -8.7% | -11.3% |
| 3M | -9.3% | +7.2% | -16.5% | -10.9% |
| 6M | -14.2% | +36.8% | -51.1% | -21.0% |
| YTD | -22.0% | +23.8% | -45.9% | -26.6% |
| 1Y | -12.7% | +37.8% | -50.5% | -20.2% |
| 3Y | +26.7% | -15.9% | +42.5% | +23.9% |
| 5Y | -29.3% | -25.8% | -3.5% | -31.0% |
| All | +16.0% | +321.8% | -305.9% | -37.1% |
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