+13.5%
WFC vs BABA
-24.1%
+37.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.1% |
| 7D | +0.4% | -2.2% | +2.6% | +0.6% |
| 30D | +2.5% | -17.3% | +19.8% | +3.7% |
| 3M | +10.0% | -7.8% | +17.7% | +10.6% |
| 6M | +15.1% | -16.8% | +31.8% | +16.1% |
| YTD | -2.2% | -24.7% | +22.5% | -0.3% |
| 1Y | +13.5% | -24.9% | +38.4% | +17.3% |
| All | +13.5% | -24.1% | +37.5% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling