+19.2%
BABA vs SW
+192.4%
-173.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +4.5% |
| 7D | +4.3% | +12.1% | -7.8% | +3.0% |
| 30D | -5.0% | +6.6% | -11.5% | -5.6% |
| 3M | -18.4% | -6.0% | -12.4% | -18.0% |
| 6M | -20.3% | +21.5% | -41.7% | -22.4% |
| YTD | -27.5% | +20.3% | -47.8% | -29.5% |
| 1Y | -35.3% | +28.1% | -63.5% | -37.6% |
| 3Y | +31.2% | +51.6% | -20.4% | +23.1% |
| 5Y | -32.1% | -0.1% | -32.0% | -35.4% |
| 10Y | +14.7% | +189.7% | -175.1% | -0.1% |
| All | +19.2% | +192.4% | -173.3% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling