+20.2%
BABA vs ITW
+188.0%
-167.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.2% | -0.4% | +0.3% | 0.0% |
| 30D | -12.3% | -9.4% | -2.8% | -8.4% |
| 3M | -5.3% | +7.1% | -12.4% | -8.7% |
| 6M | -13.1% | -1.9% | -11.2% | -12.9% |
| YTD | -22.4% | +10.4% | -32.9% | -26.5% |
| 1Y | -19.5% | +3.3% | -22.8% | -21.6% |
| 3Y | +32.9% | +21.0% | +11.9% | +19.7% |
| 5Y | -29.9% | +36.3% | -66.2% | -40.7% |
| All | +20.2% | +188.0% | -167.9% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling