-39.9%
BABA vs WWD
+183.1%
-223.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.0% | -5.1% | -6.6% |
| 7D | -12.7% | +8.2% | -20.8% | -14.4% |
| 30D | -14.9% | -0.2% | -14.7% | -15.1% |
| 3M | -24.6% | -8.4% | -16.2% | -23.3% |
| 6M | -29.3% | -9.5% | -19.8% | -28.5% |
| YTD | -35.0% | +10.1% | -45.1% | -38.0% |
| 1Y | -39.7% | +21.6% | -61.3% | -44.2% |
| 3Y | +21.2% | +149.6% | -128.4% | -13.8% |
| 5Y | -39.9% | +191.3% | -231.2% | -63.0% |
| All | -39.9% | +183.1% | -223.0% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling