+168.5%
WMT vs BABA
-28.1%
+196.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +1.6% | +11.6% | -10.0% | +1.3% |
| 30D | +16.1% | +2.3% | +13.8% | +15.9% |
| 3M | +12.3% | -13.7% | +26.0% | +12.7% |
| 6M | -3.1% | -21.9% | +18.8% | -2.5% |
| YTD | +13.4% | -24.6% | +38.0% | +14.1% |
| 1Y | +24.5% | -34.1% | +58.6% | +25.7% |
| 3Y | +135.7% | +36.3% | +99.4% | +131.4% |
| All | +168.5% | -28.1% | +196.7% | +163.3% |
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