-40.4%
BABA vs WWD
+21.4%
-61.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -13.8% | +4.0% | -17.7% | -14.1% |
| 30D | -15.1% | +0.4% | -15.5% | -15.3% |
| 3M | -22.7% | -7.9% | -14.8% | -22.2% |
| 6M | -34.7% | -10.6% | -24.0% | -34.7% |
| YTD | -35.0% | +9.4% | -44.4% | -35.0% |
| 1Y | -40.4% | +25.7% | -66.2% | -39.6% |
| All | -40.4% | +21.4% | -61.8% | -39.6% |
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