+11.7%
BABA vs BWA
+94.6%
-82.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.5% | -6.9% |
| 7D | -12.7% | +7.3% | -20.0% | -14.9% |
| 30D | -14.9% | -15.8% | +0.9% | -9.8% |
| 3M | -24.6% | -25.7% | +1.1% | -17.1% |
| 6M | -29.3% | -19.6% | -9.7% | -25.0% |
| YTD | -35.0% | +14.1% | -49.1% | -40.5% |
| 1Y | -39.7% | +12.2% | -51.9% | -44.6% |
| 3Y | +21.2% | +63.8% | -42.7% | -5.7% |
| 5Y | -39.9% | +28.7% | -68.6% | -50.3% |
| All | +11.7% | +94.6% | -82.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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