+125.7%
WFC vs BABA
+30.4%
+95.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.3% | -3.6% | +2.3% | -1.1% |
| 30D | +3.6% | -8.4% | +11.9% | +4.1% |
| 3M | -1.3% | -20.6% | +19.3% | 0.0% |
| 6M | +18.0% | -25.4% | +43.4% | +20.0% |
| YTD | -5.9% | -30.1% | +24.2% | -4.0% |
| 1Y | +1.8% | -36.3% | +38.1% | +4.3% |
| All | +125.7% | +30.4% | +95.3% | +121.1% |
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