+11.7%
BABA vs NWSA
+148.1%
-136.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -1.0% |
| 7D | -13.8% | +2.2% | -16.0% | -14.5% |
| 30D | -15.1% | -8.8% | -6.3% | -12.7% |
| 3M | -22.7% | -6.5% | -16.2% | -21.5% |
| 6M | -34.7% | +1.5% | -36.2% | -36.1% |
| YTD | -35.0% | +4.0% | -39.1% | -37.3% |
| 1Y | -40.4% | +3.4% | -43.9% | -42.4% |
| 3Y | +21.9% | +34.8% | -12.9% | +4.2% |
| 5Y | -39.9% | +18.4% | -58.2% | -47.4% |
| All | +11.7% | +148.1% | -136.4% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling