+583.2%
WDC vs BABA
-39.3%
+622.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.4% | +1.0% |
| 7D | +16.3% | -12.7% | +29.0% | +19.9% |
| 30D | -18.3% | -14.9% | -3.4% | -15.5% |
| 3M | -31.4% | -24.6% | -6.8% | -27.1% |
| 6M | -36.3% | -29.3% | -6.9% | -31.5% |
| YTD | +80.8% | -35.0% | +115.9% | +97.8% |
| 1Y | +87.7% | -39.7% | +127.4% | +109.1% |
| 3Y | +819.4% | +21.2% | +798.3% | +749.0% |
| 5Y | +583.2% | -39.9% | +623.1% | +549.8% |
| All | +583.2% | -39.3% | +622.5% | +549.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling