+16.0%
BABA vs SW
+147.8%
-131.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -4.8% | -5.1% | +0.3% | -4.2% |
| 30D | -11.9% | -4.6% | -7.3% | -11.5% |
| 3M | -9.3% | +9.4% | -18.7% | -10.6% |
| 6M | -14.2% | +3.5% | -17.8% | -15.2% |
| YTD | -22.0% | +22.0% | -44.1% | -24.4% |
| 1Y | -12.7% | +2.2% | -14.9% | -13.9% |
| 3Y | +26.7% | +19.6% | +7.1% | +21.1% |
| 5Y | -29.3% | -2.3% | -27.0% | -32.9% |
| All | +16.0% | +147.8% | -131.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling