-31.3%
BABA vs SW
-2.3%
-29.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -4.8% | -5.1% | +0.3% | -4.0% |
| 30D | -11.9% | -4.6% | -7.3% | -11.4% |
| 3M | -9.3% | +9.4% | -18.7% | -11.1% |
| 6M | -14.2% | +3.5% | -17.8% | -15.5% |
| YTD | -22.0% | +22.0% | -44.1% | -25.3% |
| 1Y | -12.7% | +2.2% | -14.9% | -14.3% |
| 3Y | +26.7% | +19.6% | +7.1% | +19.0% |
| All | -31.3% | -2.3% | -29.0% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling