+15.3%
BABA vs WTW
+196.3%
-180.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -1.8% |
| 7D | -2.2% | -7.1% | +5.0% | +0.1% |
| 30D | -17.3% | -8.5% | -8.8% | -15.0% |
| 3M | -7.8% | +20.6% | -28.3% | -13.3% |
| 6M | -16.8% | +7.2% | -24.0% | -19.3% |
| YTD | -24.7% | -3.9% | -20.8% | -24.7% |
| 1Y | -24.9% | -3.6% | -21.4% | -25.2% |
| 3Y | +29.1% | +60.7% | -31.6% | +3.8% |
| 5Y | -30.5% | +42.2% | -72.7% | -42.2% |
| All | +15.3% | +196.3% | -180.9% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling