+16.3%
BABA vs ITW
+329.3%
-313.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +2.4% | +0.5% | +1.9% | +2.0% |
| 30D | -7.8% | +9.1% | -16.8% | -11.6% |
| 3M | -22.4% | -1.6% | -20.8% | -22.0% |
| 6M | -26.0% | +14.5% | -40.5% | -31.1% |
| YTD | -29.3% | +19.2% | -48.4% | -35.7% |
| 1Y | -37.5% | +20.9% | -58.4% | -43.8% |
| 3Y | +31.9% | +33.1% | -1.2% | +12.6% |
| 5Y | -33.4% | +38.2% | -71.6% | -44.9% |
| 10Y | +15.7% | +196.2% | -180.4% | -40.4% |
| All | +16.3% | +329.3% | -313.0% | -55.3% |
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