+16.7%
BABA vs NWSA
+143.8%
-127.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -0.2% | -2.6% | +2.5% | +0.9% |
| 30D | -12.3% | +4.6% | -16.8% | -13.9% |
| 3M | -5.3% | +10.2% | -15.5% | -9.4% |
| 6M | -13.1% | +21.6% | -34.7% | -20.2% |
| YTD | -22.4% | +14.6% | -37.1% | -27.3% |
| 1Y | -19.5% | +0.4% | -19.8% | -20.7% |
| 3Y | +32.9% | +45.0% | -12.0% | +11.4% |
| 5Y | -29.9% | +41.3% | -71.2% | -41.8% |
| 10Y | +16.7% | +142.8% | -126.1% | -20.4% |
| All | +16.7% | +143.8% | -127.1% | -20.4% |
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