+28.2%
BABA vs ITW
+300.0%
-271.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.5% |
| 7D | -4.8% | -3.6% | -1.2% | -3.1% |
| 30D | -11.9% | -9.1% | -2.7% | -7.9% |
| 3M | -9.3% | +8.2% | -17.5% | -13.1% |
| 6M | -14.2% | -4.8% | -9.5% | -12.8% |
| YTD | -22.0% | +11.0% | -33.1% | -26.6% |
| 1Y | -12.7% | +4.2% | -17.0% | -15.6% |
| 3Y | +26.7% | +17.3% | +9.4% | +15.0% |
| 5Y | -29.3% | +33.0% | -62.3% | -40.4% |
| 10Y | +21.2% | +182.3% | -161.1% | -36.4% |
| All | +28.2% | +300.0% | -271.8% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling