+28.2%
BABA vs WY
+11.9%
+16.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.0% |
| 7D | -4.8% | -1.7% | -3.0% | -4.2% |
| 30D | -11.9% | -10.1% | -1.8% | -8.8% |
| 3M | -9.3% | -5.1% | -4.1% | -8.1% |
| 6M | -14.2% | -4.8% | -9.5% | -13.4% |
| YTD | -22.0% | -0.2% | -21.8% | -22.7% |
| 1Y | -12.7% | -6.6% | -6.1% | -11.7% |
| 3Y | +26.7% | -22.7% | +49.4% | +34.7% |
| 5Y | -29.3% | -22.2% | -7.1% | -25.3% |
| 10Y | +21.2% | +7.3% | +14.0% | +8.9% |
| All | +28.2% | +11.9% | +16.3% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling