+16.0%
BABA vs WTW
+215.9%
-199.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.6% | -0.9% | -2.6% | -3.3% |
| 30D | -8.4% | +12.0% | -20.3% | -11.6% |
| 3M | -20.6% | -2.1% | -18.5% | -20.3% |
| 6M | -25.4% | +34.8% | -60.1% | -32.6% |
| YTD | -30.1% | +2.7% | -32.9% | -31.7% |
| 1Y | -36.3% | +5.1% | -41.4% | -38.3% |
| 3Y | +30.4% | +44.4% | -14.1% | +10.1% |
| 5Y | -35.7% | +55.1% | -90.9% | -48.1% |
| 10Y | +16.0% | +216.1% | -200.0% | -28.3% |
| All | +16.0% | +215.9% | -199.9% | -28.3% |
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