+22.3%
BABA vs BBWI
-37.5%
+59.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.2% | +8.8% | +3.6% |
| 7D | +8.6% | -3.1% | +11.6% | +9.0% |
| 30D | -1.1% | +23.1% | -24.2% | -4.5% |
| 3M | -15.9% | +7.3% | -23.2% | -17.3% |
| 6M | -17.5% | +22.6% | -40.1% | -21.1% |
| YTD | -25.6% | +13.3% | -38.9% | -28.7% |
| 1Y | -33.8% | -2.6% | -31.2% | -35.5% |
| 3Y | +34.6% | -25.9% | +60.6% | +33.0% |
| 5Y | -27.7% | -66.7% | +39.1% | -22.5% |
| 10Y | +17.7% | -41.6% | +59.3% | +8.7% |
| All | +22.3% | -37.5% | +59.8% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling