+15.8%
BABA vs BBWI
-41.3%
+57.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.0% |
| 7D | +3.8% | -6.2% | +10.0% | +4.7% |
| 30D | -5.4% | +25.5% | -30.9% | -8.8% |
| 3M | -17.9% | +8.0% | -25.9% | -19.4% |
| 6M | -24.1% | +12.7% | -36.7% | -26.4% |
| YTD | -27.4% | +11.6% | -39.1% | -30.3% |
| 1Y | -36.1% | -0.9% | -35.2% | -37.8% |
| 3Y | +35.4% | -22.7% | +58.1% | +32.9% |
| 5Y | -30.1% | -67.2% | +37.1% | -25.4% |
| 10Y | +15.8% | -43.7% | +59.5% | +2.4% |
| All | +15.8% | -41.3% | +57.1% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling