+11.7%
BABA vs GWW
+658.3%
-646.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -13.8% | +3.6% | -17.3% | -14.5% |
| 30D | -15.1% | +12.1% | -27.2% | -17.3% |
| 3M | -22.7% | +12.9% | -35.6% | -24.9% |
| 6M | -34.7% | +19.3% | -54.0% | -37.4% |
| YTD | -35.0% | +48.7% | -83.7% | -40.8% |
| 1Y | -40.4% | +60.5% | -100.9% | -46.7% |
| 3Y | +21.9% | +93.3% | -71.3% | +3.6% |
| 5Y | -39.9% | +219.0% | -258.8% | -55.3% |
| All | +11.7% | +658.3% | -646.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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