+17.1%
BABA vs BBWI
-43.7%
+60.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.5% | +1.8% |
| 7D | +11.6% | -6.2% | +17.8% | +12.7% |
| 30D | +2.3% | +19.9% | -17.6% | -0.7% |
| 3M | -13.7% | +7.1% | -20.8% | -15.1% |
| 6M | -21.9% | +13.7% | -35.6% | -24.4% |
| YTD | -24.6% | +9.6% | -34.2% | -27.3% |
| 1Y | -34.1% | -1.6% | -32.5% | -35.8% |
| 3Y | +36.3% | -25.9% | +62.1% | +34.7% |
| 5Y | -26.7% | -67.8% | +41.1% | -21.6% |
| All | +17.1% | -43.7% | +60.8% | +5.3% |
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