-35.3%
BABA vs BBWI
+2.4%
-37.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +4.6% |
| 7D | +4.3% | +8.8% | -4.5% | +3.7% |
| 30D | -5.0% | +34.8% | -39.8% | -7.1% |
| 3M | -18.4% | +12.9% | -31.3% | -19.6% |
| 6M | -20.3% | +29.6% | -49.9% | -22.4% |
| YTD | -27.5% | +20.8% | -48.3% | -29.8% |
| 1Y | -35.3% | +4.1% | -39.4% | -36.5% |
| All | -35.3% | +2.4% | -37.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling