-24.9%
BABA vs ITW
+2.1%
-27.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.6% |
| 7D | -2.2% | -1.9% | -0.3% | -1.9% |
| 30D | -17.3% | -10.4% | -7.0% | -16.1% |
| 3M | -7.8% | +3.5% | -11.3% | -8.7% |
| 6M | -16.8% | -3.4% | -13.4% | -17.3% |
| YTD | -24.7% | +8.5% | -33.2% | -26.0% |
| 1Y | -24.9% | +3.2% | -28.2% | -22.8% |
| All | -24.9% | +2.1% | -27.0% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling