+113.2%
WDC vs BABA
-34.7%
+147.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.9% | -11.7% | -8.4% |
| 7D | -18.3% | +4.3% | -22.6% | -19.6% |
| 30D | -26.7% | -5.0% | -21.7% | -25.3% |
| 3M | -40.9% | -18.4% | -22.6% | -36.8% |
| 6M | -26.8% | -20.3% | -6.5% | -20.7% |
| YTD | +88.2% | -27.5% | +115.7% | +109.9% |
| 1Y | +113.2% | -35.3% | +148.5% | +161.0% |
| All | +113.2% | -34.7% | +147.8% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling