+16.0%
BABA vs BBWI
-45.0%
+61.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -3.6% | -7.7% | +4.2% | -2.5% |
| 30D | -8.4% | +24.8% | -33.1% | -11.6% |
| 3M | -20.6% | +16.2% | -36.8% | -22.8% |
| 6M | -25.4% | +15.8% | -41.2% | -28.0% |
| YTD | -30.1% | +11.4% | -41.5% | -32.8% |
| 1Y | -36.3% | +3.2% | -39.5% | -38.4% |
| 3Y | +30.4% | -23.5% | +53.9% | +28.2% |
| 5Y | -35.7% | -67.4% | +31.7% | -31.3% |
| 10Y | +16.0% | -46.0% | +62.0% | +1.8% |
| All | +16.0% | -45.0% | +61.0% | +1.8% |
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