> Alexa is my go-to place to get a first impression on how much traffic a website gets.

Alexa hasn't been a reliable source of traffic data for many years. It's gotten worse as mobile devices, private browsers, VPNs, and tight-fisted companies (like Facebook) have become more widespread.

If you own a high-traffic site and check Alexa, it's not even close. One of my sites wasn't in the order of magnitude.