+642.9%
WDC vs BABA
+8.5%
+634.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | +12.1% | -13.8% | +25.9% | +17.1% |
| 30D | -18.8% | -15.1% | -3.7% | -15.1% |
| 3M | -39.3% | -22.7% | -16.6% | -34.8% |
| 6M | -40.1% | -34.7% | -5.5% | -32.6% |
| YTD | +71.8% | -35.0% | +106.8% | +92.7% |
| 1Y | +88.5% | -40.4% | +128.9% | +117.5% |
| 3Y | +770.0% | +21.9% | +748.1% | +659.7% |
| 5Y | +549.0% | -39.9% | +588.9% | +581.7% |
| All | +642.9% | +8.5% | +634.4% | +481.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling