+19.3%
BABA vs NWSA
+78.1%
-58.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.0% |
| 7D | +3.8% | -10.5% | +14.3% | +7.7% |
| 30D | -5.4% | -8.8% | +3.4% | -2.6% |
| 3M | -17.9% | -6.5% | -11.4% | -16.6% |
| 6M | -24.1% | -1.3% | -22.7% | -24.9% |
| YTD | -27.4% | +2.5% | -29.9% | -29.6% |
| 1Y | -36.1% | +0.2% | -36.3% | -37.5% |
| 3Y | +35.4% | +27.6% | +7.8% | +18.1% |
| 5Y | -30.1% | +17.0% | -47.1% | -38.2% |
| 10Y | +15.8% | +148.3% | -132.5% | -28.0% |
| All | +19.3% | +78.1% | -58.8% | -17.4% |
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 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