+132.9%
WFC vs BABA
+27.3%
+105.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +3.8% | -4.8% | +8.5% | +4.1% |
| 30D | +1.5% | -11.9% | +13.4% | +2.3% |
| 3M | +10.9% | -9.3% | +20.1% | +11.5% |
| 6M | +8.4% | -14.2% | +22.7% | +9.3% |
| YTD | -1.9% | -22.0% | +20.2% | -0.5% |
| 1Y | +12.3% | -12.7% | +25.1% | +12.8% |
| All | +132.9% | +27.3% | +105.6% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling