+16.0%
BABA vs BWA
+92.6%
-76.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.7% |
| 7D | -3.6% | +1.7% | -5.3% | -4.4% |
| 30D | -8.4% | -14.6% | +6.3% | -3.4% |
| 3M | -20.6% | -26.2% | +5.6% | -12.4% |
| 6M | -25.4% | -18.4% | -7.0% | -21.3% |
| YTD | -30.1% | +14.7% | -44.8% | -36.1% |
| 1Y | -36.3% | +13.3% | -49.6% | -41.7% |
| 3Y | +30.4% | +64.7% | -34.3% | +1.2% |
| 5Y | -35.7% | +32.2% | -67.9% | -47.3% |
| 10Y | +16.0% | +96.8% | -80.8% | -12.6% |
| All | +16.0% | +92.6% | -76.6% | -12.6% |
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