+36.3%
BABA vs BBWI
-28.0%
+64.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.5% | +1.7% |
| 7D | +11.6% | -6.2% | +17.8% | +12.5% |
| 30D | +2.3% | +19.9% | -17.6% | -0.4% |
| 3M | -13.7% | +7.1% | -20.8% | -15.0% |
| 6M | -21.9% | +13.7% | -35.6% | -24.2% |
| YTD | -24.6% | +9.6% | -34.2% | -27.2% |
| 1Y | -34.1% | -1.6% | -32.5% | -35.6% |
| 3Y | +36.3% | -25.9% | +62.1% | +25.7% |
| All | +36.3% | -28.0% | +64.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling