+11.7%
BABA vs WU
-38.9%
+50.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.3% |
| 7D | -13.8% | -2.0% | -11.7% | -13.3% |
| 30D | -15.1% | +11.4% | -26.5% | -17.6% |
| 3M | -22.7% | -6.8% | -15.9% | -21.5% |
| 6M | -34.7% | -14.6% | -20.1% | -32.9% |
| YTD | -35.0% | -20.6% | -14.4% | -32.3% |
| 1Y | -40.4% | -15.4% | -25.0% | -39.3% |
| 3Y | +21.9% | -23.6% | +45.5% | +26.0% |
| 5Y | -39.9% | -43.4% | +3.5% | -32.9% |
| All | +11.7% | -38.9% | +50.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling