-37.5%
BABA vs BWA
+13.5%
-51.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.3% |
| 7D | +2.4% | -2.4% | +4.8% | +2.7% |
| 30D | -7.8% | -17.7% | +9.9% | -5.0% |
| 3M | -22.4% | -27.0% | +4.6% | -18.5% |
| 6M | -26.0% | -17.3% | -8.7% | -24.3% |
| YTD | -29.3% | +12.9% | -42.1% | -32.9% |
| 1Y | -37.5% | +12.9% | -50.4% | -41.0% |
| All | -37.5% | +13.5% | -51.0% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling