+21.9%
BABA vs NWSA
+29.1%
-7.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.1% | -5.0% | -6.5% |
| 7D | -12.7% | -0.8% | -11.9% | -12.5% |
| 30D | -14.9% | -11.3% | -3.5% | -12.5% |
| 3M | -24.6% | -8.1% | -16.6% | -23.6% |
| 6M | -29.3% | -0.7% | -28.7% | -30.6% |
| YTD | -35.0% | +1.3% | -36.4% | -36.7% |
| 1Y | -39.7% | -1.3% | -38.4% | -40.7% |
| All | +21.9% | +29.1% | -7.2% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling