+22.3%
BABA vs WST
+820.3%
-798.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +3.6% |
| 7D | +8.6% | -5.8% | +14.4% | +10.1% |
| 30D | -1.1% | +5.3% | -6.4% | -2.4% |
| 3M | -15.9% | +11.8% | -27.7% | -18.4% |
| 6M | -17.5% | +26.7% | -44.2% | -22.7% |
| YTD | -25.6% | +43.0% | -68.6% | -32.9% |
| 1Y | -33.8% | +38.9% | -72.7% | -40.0% |
| 3Y | +34.6% | +18.2% | +16.5% | +17.9% |
| 5Y | -27.7% | -1.5% | -26.1% | -34.8% |
| 10Y | +17.7% | +439.0% | -421.3% | -48.0% |
| All | +22.3% | +820.3% | -798.0% | -58.1% |
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 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