+17.1%
BABA vs WWD
+461.1%
-444.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.5% |
| 7D | +11.6% | +4.2% | +7.5% | +10.4% |
| 30D | +2.3% | -2.1% | +4.4% | +2.6% |
| 3M | -13.7% | -13.2% | -0.5% | -11.2% |
| 6M | -21.9% | -16.9% | -5.0% | -19.3% |
| YTD | -24.6% | +5.2% | -29.9% | -26.7% |
| 1Y | -34.1% | +20.6% | -54.7% | -38.1% |
| 3Y | +36.3% | +146.3% | -110.1% | +5.9% |
| 5Y | -26.7% | +171.3% | -198.1% | -45.5% |
| All | +17.1% | +461.1% | -444.0% | -21.3% |
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