-19.5%
BABA vs GWW
+30.8%
-50.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | -0.2% | -1.5% | +1.4% | 0.0% |
| 30D | -12.3% | +1.1% | -13.4% | -12.4% |
| 3M | -5.3% | -1.0% | -4.3% | -5.6% |
| 6M | -13.1% | +16.3% | -29.4% | -16.3% |
| YTD | -22.4% | +28.5% | -50.9% | -25.0% |
| 1Y | -19.5% | +30.3% | -49.7% | -20.8% |
| All | -19.5% | +30.8% | -50.3% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling