+28.2%
BABA vs NWSA
+103.0%
-74.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | -4.8% | -1.9% | -2.9% | -4.0% |
| 30D | -11.9% | +4.6% | -16.5% | -13.7% |
| 3M | -9.3% | +13.2% | -22.5% | -14.2% |
| 6M | -14.2% | +27.0% | -41.2% | -22.8% |
| YTD | -22.0% | +16.8% | -38.9% | -27.6% |
| 1Y | -12.7% | +4.5% | -17.2% | -15.4% |
| 3Y | +26.7% | +46.2% | -19.6% | +5.4% |
| 5Y | -29.3% | +40.9% | -70.3% | -41.4% |
| 10Y | +21.2% | +145.1% | -123.9% | -23.3% |
| All | +28.2% | +103.0% | -74.8% | -15.0% |
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