-31.3%
BABA vs WST
-25.7%
-5.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -11.9% | -3.1% | -8.7% | -11.4% |
| 3M | -9.3% | +7.2% | -16.5% | -10.6% |
| 6M | -14.2% | +36.8% | -51.1% | -19.8% |
| YTD | -22.0% | +23.8% | -45.9% | -25.7% |
| 1Y | -12.7% | +37.8% | -50.5% | -18.9% |
| 3Y | +26.7% | -15.9% | +42.5% | +25.8% |
| All | -31.3% | -25.7% | -5.6% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling