+28.2%
BABA vs BWA
+55.8%
-27.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.3% |
| 7D | -4.8% | +5.7% | -10.4% | -6.6% |
| 30D | -11.9% | +1.4% | -13.3% | -12.7% |
| 3M | -9.3% | -12.1% | +2.8% | -5.8% |
| 6M | -14.2% | +28.6% | -42.8% | -22.8% |
| YTD | -22.0% | +51.1% | -73.1% | -34.8% |
| 1Y | -12.7% | +55.9% | -68.6% | -28.2% |
| 3Y | +26.7% | +70.1% | -43.5% | -1.7% |
| 5Y | -29.3% | +90.7% | -120.0% | -48.2% |
| 10Y | +21.2% | +154.0% | -132.7% | -25.3% |
| All | +28.2% | +55.8% | -27.6% | -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 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