-31.3%
BABA vs BBWI
-66.0%
+34.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.6% |
| 7D | -4.8% | +1.5% | -6.3% | -5.1% |
| 30D | -11.9% | -5.2% | -6.7% | -11.1% |
| 3M | -9.3% | +11.1% | -20.4% | -12.4% |
| 6M | -14.2% | -13.4% | -0.9% | -13.1% |
| YTD | -22.0% | +0.1% | -22.1% | -24.5% |
| 1Y | -12.7% | -36.1% | +23.4% | -6.1% |
| 3Y | +26.7% | -44.1% | +70.7% | +32.4% |
| All | -31.3% | -66.0% | +34.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling