+28.2%
BABA vs WTW
+255.4%
-227.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.0% |
| 7D | -4.8% | -2.6% | -2.1% | -3.9% |
| 30D | -11.9% | -1.0% | -10.9% | -11.6% |
| 3M | -9.3% | +29.9% | -39.2% | -17.3% |
| 6M | -14.2% | +10.7% | -25.0% | -17.9% |
| YTD | -22.0% | +2.6% | -24.6% | -23.8% |
| 1Y | -12.7% | +2.8% | -15.5% | -14.9% |
| 3Y | +26.7% | +67.3% | -40.6% | -0.7% |
| 5Y | -29.3% | +56.6% | -86.0% | -43.8% |
| 10Y | +21.2% | +204.1% | -182.8% | -32.3% |
| All | +28.2% | +255.4% | -227.3% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling