+34.5%
BABA vs WST
+16.9%
+17.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +3.0% |
| 7D | +8.6% | -5.8% | +14.4% | +9.1% |
| 30D | -1.1% | +5.3% | -6.4% | -1.6% |
| 3M | -15.9% | +11.8% | -27.7% | -16.8% |
| 6M | -17.5% | +26.7% | -44.2% | -19.3% |
| YTD | -25.6% | +43.0% | -68.6% | -28.2% |
| 1Y | -33.8% | +38.9% | -72.7% | -36.0% |
| All | +34.5% | +16.9% | +17.6% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling