+15.8%
BABA vs BWA
+101.5%
-85.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.4% | -9.1% | -5.6% |
| 7D | +3.8% | -0.6% | +4.4% | +3.7% |
| 30D | -5.4% | -16.1% | +10.7% | +0.3% |
| 3M | -17.9% | -24.6% | +6.7% | -10.2% |
| 6M | -24.1% | -15.7% | -8.4% | -20.9% |
| YTD | -27.4% | +15.1% | -42.5% | -33.8% |
| 1Y | -36.1% | +15.9% | -51.9% | -42.0% |
| 3Y | +35.4% | +67.1% | -31.7% | +4.6% |
| 5Y | -30.1% | +34.7% | -64.8% | -43.0% |
| 10Y | +15.8% | +99.5% | -83.7% | -12.1% |
| All | +15.8% | +101.5% | -85.6% | -12.1% |
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