+36.3%
BABA vs GWW
+92.7%
-56.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +11.6% | +6.0% | +5.6% | +10.4% |
| 30D | +2.3% | +14.0% | -11.7% | -0.3% |
| 3M | -13.7% | +12.5% | -26.2% | -15.7% |
| 6M | -21.9% | +23.6% | -45.5% | -25.5% |
| YTD | -24.6% | +43.6% | -68.3% | -30.3% |
| 1Y | -34.1% | +52.5% | -86.6% | -39.8% |
| 3Y | +36.3% | +92.6% | -56.3% | +22.6% |
| All | +36.3% | +92.7% | -56.5% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling