-19.5%
BABA vs NWSA
+2.1%
-21.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -0.2% | -2.6% | +2.5% | +0.3% |
| 30D | -12.3% | +4.6% | -16.8% | -13.1% |
| 3M | -5.3% | +10.2% | -15.5% | -7.6% |
| 6M | -13.1% | +21.6% | -34.7% | -17.2% |
| YTD | -22.4% | +14.6% | -37.1% | -24.8% |
| 1Y | -19.5% | +0.4% | -19.8% | -17.8% |
| All | -19.5% | +2.1% | -21.6% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling