+28.2%
BABA vs WWD
+627.0%
-598.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -4.8% | +1.3% | -6.1% | -5.1% |
| 30D | -11.9% | -7.2% | -4.7% | -10.3% |
| 3M | -9.3% | -3.8% | -5.4% | -9.1% |
| 6M | -14.2% | -9.9% | -4.3% | -12.9% |
| YTD | -22.0% | +14.8% | -36.9% | -25.9% |
| 1Y | -12.7% | +42.1% | -54.8% | -22.1% |
| 3Y | +26.7% | +170.8% | -144.1% | -7.3% |
| 5Y | -29.3% | +197.5% | -226.9% | -50.7% |
| 10Y | +21.2% | +477.8% | -456.6% | -39.3% |
| All | +28.2% | +627.0% | -598.9% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling