+327.0%
WDC vs BABA
+25.5%
+301.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | -28.0% | +11.6% | -39.6% | -30.7% |
| 30D | -34.9% | +2.3% | -37.2% | -35.7% |
| 3M | -41.6% | -13.7% | -27.9% | -39.3% |
| 6M | -45.4% | -21.9% | -23.5% | -41.8% |
| YTD | +53.3% | -24.6% | +77.9% | +64.4% |
| 1Y | +61.5% | -34.1% | +95.6% | +80.9% |
| 3Y | +712.3% | +36.3% | +676.1% | +589.4% |
| 5Y | +524.2% | -26.7% | +551.0% | +504.4% |
| 10Y | +616.5% | +19.2% | +597.3% | +459.2% |
| All | +327.0% | +25.5% | +301.6% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling