-28.3%
BABA vs WWD
+170.1%
-198.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.4% |
| 7D | +11.6% | +4.2% | +7.5% | +10.3% |
| 30D | +2.3% | -2.1% | +4.4% | +2.6% |
| 3M | -13.7% | -13.2% | -0.5% | -11.0% |
| 6M | -21.9% | -16.9% | -5.0% | -19.2% |
| YTD | -24.6% | +5.2% | -29.9% | -27.2% |
| 1Y | -34.1% | +20.6% | -54.7% | -39.0% |
| 3Y | +36.3% | +146.3% | -110.1% | -3.0% |
| All | -28.3% | +170.1% | -198.4% | -55.1% |
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