-39.8%
BABA vs BBWI
-67.6%
+27.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.3% |
| 7D | -13.8% | +0.1% | -13.9% | -13.8% |
| 30D | -15.1% | +12.9% | -28.0% | -17.6% |
| 3M | -22.7% | +16.0% | -38.7% | -25.9% |
| 6M | -34.7% | +16.6% | -51.3% | -38.2% |
| YTD | -35.0% | +9.7% | -44.8% | -38.7% |
| 1Y | -40.4% | +1.5% | -41.9% | -43.3% |
| 3Y | +21.9% | -21.4% | +43.3% | +13.9% |
| All | -39.8% | -67.6% | +27.8% | -32.4% |
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 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