+407.2%
WDC vs BABA
+16.4%
+390.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.7% |
| 7D | -3.2% | -3.6% | +0.3% | -2.5% |
| 30D | -19.0% | -8.4% | -10.7% | -17.3% |
| 3M | -28.4% | -20.6% | -7.8% | -23.8% |
| 6M | -39.2% | -25.4% | -13.8% | -34.4% |
| YTD | +82.1% | -30.1% | +112.2% | +99.6% |
| 1Y | +84.7% | -36.3% | +120.9% | +108.6% |
| 3Y | +825.6% | +30.4% | +795.3% | +694.8% |
| 5Y | +608.2% | -35.7% | +643.9% | +617.3% |
| 10Y | +695.1% | +16.0% | +679.1% | +525.6% |
| All | +407.2% | +16.4% | +390.9% | +258.4% |
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 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