-28.3%
BABA vs BWA
+26.5%
-54.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.2% |
| 7D | +11.6% | -5.5% | +17.1% | +13.9% |
| 30D | +2.3% | -21.7% | +24.0% | +12.7% |
| 3M | -13.7% | -25.6% | +11.9% | -3.7% |
| 6M | -21.9% | -17.4% | -4.5% | -17.7% |
| YTD | -24.6% | +9.2% | -33.8% | -32.0% |
| 1Y | -34.1% | +9.7% | -43.8% | -40.9% |
| 3Y | +36.3% | +54.6% | -18.4% | -1.4% |
| All | -28.3% | +26.5% | -54.7% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling