+17.6%
BABA vs WWD
+485.4%
-467.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -4.8% | +1.3% | -6.1% | -5.0% |
| 30D | -11.9% | -7.2% | -4.7% | -10.5% |
| 3M | -9.3% | -3.8% | -5.4% | -9.1% |
| 6M | -14.2% | -9.9% | -4.3% | -13.0% |
| YTD | -22.0% | +14.8% | -36.9% | -25.5% |
| 1Y | -12.7% | +42.1% | -54.8% | -21.0% |
| 3Y | +26.7% | +170.8% | -144.1% | -3.8% |
| 5Y | -29.3% | +197.5% | -226.9% | -48.6% |
| All | +17.6% | +485.4% | -467.8% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling