+16.7%
BABA vs ITW
+183.0%
-166.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.1% |
| 7D | -2.2% | -1.9% | -0.3% | -1.3% |
| 30D | -17.3% | -10.4% | -7.0% | -13.2% |
| 3M | -7.8% | +3.5% | -11.3% | -9.7% |
| 6M | -16.8% | -3.4% | -13.4% | -16.0% |
| YTD | -24.7% | +8.5% | -33.2% | -28.1% |
| 1Y | -24.9% | +3.2% | -28.2% | -26.9% |
| 3Y | +29.1% | +18.9% | +10.2% | +17.2% |
| 5Y | -30.5% | +35.0% | -65.5% | -41.0% |
| 10Y | +16.7% | +188.6% | -171.9% | -26.7% |
| All | +16.7% | +183.0% | -166.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ITW 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling