+14.4%
BABA vs WTW
+197.9%
-183.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.9% | -7.8% | +4.9% | -0.5% |
| 30D | -15.1% | -7.9% | -7.2% | -12.9% |
| 3M | -5.0% | +19.9% | -25.0% | -10.6% |
| 6M | -19.9% | +9.8% | -29.7% | -22.9% |
| YTD | -25.3% | -3.3% | -21.9% | -25.4% |
| 1Y | -23.9% | -3.3% | -20.6% | -24.2% |
| 3Y | +28.1% | +61.5% | -33.4% | +2.8% |
| 5Y | -31.4% | +42.6% | -74.0% | -42.9% |
| All | +14.4% | +197.9% | -183.4% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WTW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling