-35.3%
BABA vs WWD
+27.2%
-62.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.2% |
| 7D | +4.3% | +7.3% | -3.0% | +3.2% |
| 30D | -5.0% | -2.0% | -3.0% | -4.9% |
| 3M | -18.4% | -12.6% | -5.8% | -17.3% |
| 6M | -20.3% | -8.4% | -11.8% | -20.6% |
| YTD | -27.5% | +8.2% | -35.7% | -27.2% |
| 1Y | -35.3% | +26.5% | -61.9% | -33.7% |
| All | -35.3% | +27.2% | -62.5% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling