+19.3%
BABA vs GWW
+588.7%
-569.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | +3.8% | +5.3% | -1.4% | +2.5% |
| 30D | -5.4% | +12.4% | -17.8% | -8.0% |
| 3M | -17.9% | +13.7% | -31.7% | -20.5% |
| 6M | -24.1% | +18.0% | -42.1% | -27.3% |
| YTD | -27.4% | +44.6% | -72.0% | -33.9% |
| 1Y | -36.1% | +53.1% | -89.2% | -42.6% |
| 3Y | +35.4% | +90.2% | -54.9% | +14.0% |
| 5Y | -30.1% | +215.0% | -245.1% | -49.2% |
| 10Y | +15.8% | +658.9% | -643.1% | -34.7% |
| All | +19.3% | +588.7% | -569.5% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling