+120.5%
WFC vs BABA
+25.5%
+95.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +1.2% | +11.6% | -10.4% | -0.4% |
| 30D | +5.2% | +2.3% | +2.9% | +4.8% |
| 3M | -3.0% | -13.7% | +10.6% | -1.1% |
| 6M | +6.2% | -21.9% | +28.1% | +9.5% |
| YTD | -7.9% | -24.6% | +16.7% | -4.9% |
| 1Y | +0.3% | -34.1% | +34.4% | +5.6% |
| 3Y | +117.7% | +36.3% | +81.5% | +97.3% |
| 5Y | +88.4% | -26.7% | +115.1% | +82.6% |
| 10Y | +147.3% | +19.2% | +128.1% | +110.6% |
| All | +120.5% | +25.5% | +95.1% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling