+512.3%
WMT vs BABA
+20.8%
+491.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.3% |
| 7D | -1.6% | +3.8% | -5.4% | -1.8% |
| 30D | +12.9% | -5.4% | +18.2% | +13.2% |
| 3M | +12.6% | -17.9% | +30.6% | +13.8% |
| 6M | -3.4% | -24.1% | +20.6% | -2.1% |
| YTD | +13.5% | -27.4% | +41.0% | +15.1% |
| 1Y | +23.5% | -36.1% | +59.6% | +26.1% |
| 3Y | +137.3% | +35.4% | +102.0% | +128.8% |
| 5Y | +167.9% | -30.1% | +198.0% | +166.7% |
| 10Y | +526.6% | +15.8% | +510.8% | +484.0% |
| All | +512.3% | +20.8% | +491.5% | +453.9% |
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 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