-40.4%
BABA vs WST
+54.9%
-95.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -13.8% | +4.2% | -18.0% | -13.7% |
| 30D | -15.1% | +11.2% | -26.3% | -15.0% |
| 3M | -22.7% | +20.4% | -43.1% | -22.6% |
| 6M | -34.7% | +37.9% | -72.6% | -34.3% |
| YTD | -35.0% | +51.8% | -86.8% | -35.3% |
| 1Y | -40.4% | +56.6% | -97.0% | -40.5% |
| All | -40.4% | +54.9% | -95.3% | -40.5% |
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 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