+36.3%
BABA vs ITW
+29.5%
+6.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.9% |
| 7D | +11.6% | +0.9% | +10.8% | +11.2% |
| 30D | +2.3% | +7.6% | -5.3% | -0.9% |
| 3M | -13.7% | -4.0% | -9.6% | -12.3% |
| 6M | -21.9% | +9.2% | -31.1% | -25.4% |
| YTD | -24.6% | +16.2% | -40.9% | -30.9% |
| 1Y | -34.1% | +17.9% | -52.0% | -40.2% |
| 3Y | +36.3% | +30.6% | +5.7% | +13.9% |
| All | +36.3% | +29.5% | +6.7% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling