+132.1%
WFC vs BABA
+17.5%
+114.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | +0.8% | -12.3% | +13.1% | +2.6% |
| 3M | +9.3% | -5.3% | +14.6% | +9.8% |
| 6M | +10.6% | -13.1% | +23.7% | +12.1% |
| YTD | -4.1% | -22.4% | +18.4% | -1.4% |
| 1Y | +13.6% | -19.5% | +33.0% | +15.6% |
| 3Y | +130.7% | +32.9% | +97.8% | +111.0% |
| 5Y | +126.7% | -29.9% | +156.6% | +123.4% |
| 10Y | +132.1% | +16.7% | +115.4% | +128.3% |
| All | +132.1% | +17.5% | +114.7% | +128.3% |
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 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