-28.3%
BABA vs GWW
+217.3%
-245.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +11.6% | +6.0% | +5.6% | +10.5% |
| 30D | +2.3% | +14.0% | -11.7% | 0.0% |
| 3M | -13.7% | +12.5% | -26.2% | -15.5% |
| 6M | -21.9% | +23.6% | -45.5% | -24.9% |
| YTD | -24.6% | +43.6% | -68.3% | -29.5% |
| 1Y | -34.1% | +52.5% | -86.6% | -39.0% |
| 3Y | +36.3% | +92.6% | -56.3% | +21.3% |
| All | -28.3% | +217.3% | -245.6% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling