+656.6%
WDC vs BABA
+29.8%
+626.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.5% |
| 7D | +1.7% | -4.8% | +6.5% | +3.3% |
| 30D | -10.0% | -11.9% | +1.9% | -6.6% |
| 3M | -18.8% | -9.3% | -9.5% | -16.8% |
| 6M | +79.0% | -14.2% | +93.3% | +85.5% |
| YTD | +171.6% | -22.0% | +193.6% | +189.5% |
| 1Y | +417.4% | -12.7% | +430.1% | +431.5% |
| 3Y | +1,251.8% | +26.7% | +1,225.1% | +1,079.5% |
| 5Y | +911.7% | -29.3% | +941.0% | +896.3% |
| 10Y | +1,399.6% | +21.2% | +1,378.4% | +1,067.3% |
| All | +656.6% | +29.8% | +626.7% | +419.9% |
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