+15.6%
BABA vs SW
+185.4%
-169.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.8% |
| 7D | +8.6% | +4.7% | +3.9% | +8.0% |
| 30D | -1.1% | +5.0% | -6.1% | -1.7% |
| 3M | -15.9% | -7.3% | -8.6% | -15.3% |
| 6M | -17.5% | +15.0% | -32.5% | -19.4% |
| YTD | -25.6% | +18.5% | -44.1% | -27.7% |
| 1Y | -33.8% | +27.1% | -61.0% | -36.3% |
| 3Y | +34.6% | +49.3% | -14.7% | +25.8% |
| 5Y | -27.7% | -1.6% | -26.0% | -31.3% |
| All | +15.6% | +185.4% | -169.8% | -8.2% |
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