+433.7%
WMT vs BABA
+14.2%
+419.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | -0.2% | -2.2% | +1.9% | -0.1% |
| 30D | -5.8% | -17.3% | +11.5% | -4.9% |
| 3M | -10.8% | -7.8% | -3.0% | -10.5% |
| 6M | -14.3% | -16.8% | +2.4% | -13.7% |
| YTD | -4.4% | -24.7% | +20.3% | -3.3% |
| 1Y | +4.3% | -24.9% | +29.3% | +5.3% |
| 3Y | +100.1% | +29.1% | +71.0% | +93.7% |
| 5Y | +130.8% | -30.5% | +161.4% | +131.2% |
| 10Y | +433.7% | +16.7% | +417.0% | +394.8% |
| All | +433.7% | +14.2% | +419.5% | +394.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling