-28.3%
BABA vs WY
-34.0%
+5.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.5% |
| 7D | +11.6% | +3.1% | +8.5% | +10.2% |
| 30D | +2.3% | +13.0% | -10.7% | -2.8% |
| 3M | -13.7% | -16.8% | +3.1% | -7.3% |
| 6M | -21.9% | -11.2% | -10.7% | -19.0% |
| YTD | -24.6% | -9.1% | -15.6% | -23.1% |
| 1Y | -34.1% | -4.8% | -29.3% | -34.3% |
| 3Y | +36.3% | -25.3% | +61.5% | +48.2% |
| All | -28.3% | -34.0% | +5.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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