+31.1%
BABA vs SW
+42.5%
-11.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +4.4% |
| 7D | +4.3% | +12.1% | -7.8% | +2.7% |
| 30D | -5.0% | +6.6% | -11.5% | -5.8% |
| 3M | -18.4% | -6.0% | -12.4% | -17.8% |
| 6M | -20.3% | +21.5% | -41.7% | -23.4% |
| YTD | -27.5% | +20.3% | -47.8% | -30.5% |
| 1Y | -35.3% | +28.1% | -63.5% | -38.6% |
| All | +31.1% | +42.5% | -11.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling