+92.0%
WFC vs BABA
-35.2%
+127.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -1.3% | -3.6% | +2.3% | -0.9% |
| 30D | +3.6% | -8.4% | +11.9% | +4.5% |
| 3M | -1.3% | -20.6% | +19.3% | +1.0% |
| 6M | +18.0% | -25.4% | +43.4% | +21.2% |
| YTD | -5.9% | -30.1% | +24.2% | -2.9% |
| 1Y | +1.8% | -36.3% | +38.1% | +6.1% |
| 3Y | +125.0% | +30.4% | +94.6% | +110.3% |
| 5Y | +92.0% | -35.7% | +127.7% | +96.0% |
| All | +92.0% | -35.2% | +127.2% | +96.0% |
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