+422.0%
WMT vs BABA
+29.8%
+392.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +3.9% | -4.8% | +8.7% | +4.2% |
| 30D | -4.4% | -11.9% | +7.5% | -3.8% |
| 3M | -8.8% | -9.3% | +0.5% | -8.4% |
| 6M | -15.6% | -14.2% | -1.4% | -15.1% |
| YTD | -3.2% | -22.0% | +18.8% | -2.2% |
| 1Y | +7.0% | -12.7% | +19.8% | +7.1% |
| 3Y | +105.3% | +26.7% | +78.6% | +98.8% |
| 5Y | +129.3% | -29.3% | +158.6% | +128.4% |
| 10Y | +423.9% | +21.2% | +402.7% | +387.6% |
| All | +422.0% | +29.8% | +392.2% | +370.6% |
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