+23.9%
BABA vs BWA
+12.6%
+11.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.3% |
| 7D | +11.6% | -5.5% | +17.1% | +13.6% |
| 30D | +2.3% | -21.7% | +24.0% | +11.2% |
| 3M | -13.7% | -25.6% | +11.9% | -5.1% |
| 6M | -21.9% | -17.4% | -4.5% | -18.0% |
| YTD | -24.6% | +9.2% | -33.8% | -29.7% |
| 1Y | -34.1% | +9.7% | -43.8% | -38.8% |
| 3Y | +36.3% | +54.6% | -18.4% | +8.9% |
| 5Y | -26.7% | +26.8% | -53.5% | -38.4% |
| 10Y | +19.2% | +89.0% | -69.8% | -18.8% |
| All | +23.9% | +12.6% | +11.3% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling