+11.7%
BABA vs WTW
+218.5%
-206.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.6% |
| 7D | -13.8% | +2.0% | -15.7% | -14.3% |
| 30D | -15.1% | +12.9% | -28.0% | -18.3% |
| 3M | -22.7% | +0.7% | -23.5% | -23.1% |
| 6M | -34.7% | +39.5% | -74.1% | -41.6% |
| YTD | -35.0% | +3.1% | -38.1% | -36.5% |
| 1Y | -40.4% | +4.8% | -45.2% | -42.2% |
| 3Y | +21.9% | +42.9% | -21.0% | +3.4% |
| 5Y | -39.9% | +55.3% | -95.1% | -51.4% |
| All | +11.7% | +218.5% | -206.8% | -31.6% |
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