+28.2%
BABA vs WST
+697.2%
-669.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -4.8% | +0.7% | -5.5% | -5.0% |
| 30D | -11.9% | -3.1% | -8.7% | -11.2% |
| 3M | -9.3% | +7.2% | -16.5% | -11.0% |
| 6M | -14.2% | +36.8% | -51.1% | -21.6% |
| YTD | -22.0% | +23.8% | -45.9% | -27.0% |
| 1Y | -12.7% | +37.8% | -50.5% | -20.9% |
| 3Y | +26.7% | -15.9% | +42.5% | +23.4% |
| 5Y | -29.3% | -25.8% | -3.5% | -30.8% |
| 10Y | +21.2% | +319.6% | -298.4% | -41.8% |
| All | +28.2% | +697.2% | -669.0% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling