+583.6%
WDC vs BABA
+16.2%
+567.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | -28.0% | +11.6% | -39.6% | -30.8% |
| 30D | -34.9% | +2.3% | -37.2% | -35.7% |
| 3M | -41.6% | -13.7% | -27.9% | -39.2% |
| 6M | -45.4% | -21.9% | -23.5% | -41.8% |
| YTD | +53.3% | -24.6% | +77.9% | +64.5% |
| 1Y | +61.5% | -34.1% | +95.6% | +81.1% |
| 3Y | +712.3% | +36.3% | +676.1% | +587.9% |
| 5Y | +524.2% | -26.7% | +551.0% | +512.9% |
| All | +583.6% | +16.2% | +567.4% | +438.2% |
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