+129.3%
WFC vs BABA
-30.9%
+160.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +3.8% | -4.8% | +8.5% | +4.3% |
| 30D | +1.5% | -11.9% | +13.4% | +2.8% |
| 3M | +10.9% | -9.3% | +20.1% | +11.8% |
| 6M | +8.4% | -14.2% | +22.7% | +9.7% |
| YTD | -1.9% | -22.0% | +20.2% | +0.2% |
| 1Y | +12.3% | -12.7% | +25.1% | +12.8% |
| 3Y | +132.3% | +26.7% | +105.7% | +119.0% |
| All | +129.3% | -30.9% | +160.2% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling