+23.9%
BABA vs WY
+1.9%
+21.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.3% |
| 7D | +11.6% | +3.1% | +8.5% | +10.5% |
| 30D | +2.3% | +13.0% | -10.7% | -1.9% |
| 3M | -13.7% | -16.8% | +3.1% | -8.6% |
| 6M | -21.9% | -11.2% | -10.7% | -19.5% |
| YTD | -24.6% | -9.1% | -15.6% | -23.2% |
| 1Y | -34.1% | -4.8% | -29.3% | -34.0% |
| 3Y | +36.3% | -25.3% | +61.5% | +46.1% |
| 5Y | -26.7% | -33.2% | +6.5% | -18.9% |
| 10Y | +19.2% | +6.6% | +12.6% | +5.7% |
| All | +23.9% | +1.9% | +21.9% | +3.6% |
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