+14.9%
BABA vs NWSA
+79.8%
-64.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -3.6% | -12.2% | +8.6% | +0.8% |
| 30D | -8.4% | -8.7% | +0.3% | -5.7% |
| 3M | -20.6% | -6.0% | -14.6% | -19.5% |
| 6M | -25.4% | -0.3% | -25.0% | -26.5% |
| YTD | -30.1% | +3.5% | -33.6% | -32.4% |
| 1Y | -36.3% | +0.8% | -37.0% | -37.8% |
| 3Y | +30.4% | +31.1% | -0.8% | +12.5% |
| 5Y | -35.7% | +18.8% | -54.5% | -43.5% |
| 10Y | +16.0% | +147.9% | -131.9% | -27.8% |
| All | +14.9% | +79.8% | -64.9% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling