+16.7%
BABA vs GWW
+557.3%
-540.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.1% |
| 7D | -0.2% | -1.5% | +1.4% | +0.2% |
| 30D | -12.3% | +1.1% | -13.4% | -12.5% |
| 3M | -5.3% | -1.0% | -4.3% | -5.3% |
| 6M | -13.1% | +16.3% | -29.4% | -16.2% |
| YTD | -22.4% | +28.5% | -50.9% | -27.0% |
| 1Y | -19.5% | +30.3% | -49.7% | -24.6% |
| 3Y | +32.9% | +91.6% | -58.7% | +13.1% |
| 5Y | -29.9% | +224.0% | -253.8% | -48.3% |
| 10Y | +16.7% | +551.3% | -534.6% | -22.0% |
| All | +16.7% | +557.3% | -540.6% | -22.0% |
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