-29.9%
BABA vs WY
-21.5%
-8.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | -0.2% | -2.1% | +1.9% | +0.7% |
| 30D | -12.3% | -10.5% | -1.8% | -8.2% |
| 3M | -5.3% | -4.9% | -0.4% | -4.0% |
| 6M | -13.1% | -4.9% | -8.2% | -12.0% |
| YTD | -22.4% | -1.7% | -20.8% | -23.1% |
| 1Y | -19.5% | -9.4% | -10.1% | -17.2% |
| 3Y | +32.9% | -22.3% | +55.2% | +43.5% |
| 5Y | -29.9% | -20.5% | -9.3% | -24.8% |
| All | -29.9% | -21.5% | -8.4% | -24.8% |
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