+33.7%
BABA vs ITW
+19.4%
+14.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.5% |
| 7D | -4.8% | -3.6% | -1.2% | -3.3% |
| 30D | -11.9% | -9.1% | -2.7% | -8.3% |
| 3M | -9.3% | +8.2% | -17.5% | -13.2% |
| 6M | -14.2% | -4.8% | -9.5% | -12.8% |
| YTD | -22.0% | +11.0% | -33.1% | -27.0% |
| 1Y | -12.7% | +4.2% | -17.0% | -15.6% |
| All | +33.7% | +19.4% | +14.3% | +16.5% |
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