-21.9%
BABA vs EWT
-5.0%
-16.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +0.7% |
| 7D | +11.6% | -11.7% | +23.4% | +13.7% |
| 30D | +2.3% | -23.2% | +25.5% | +7.4% |
| 3M | -13.7% | -12.5% | -1.2% | -11.9% |
| 6M | -21.9% | -5.9% | -16.0% | -22.7% |
| All | -21.9% | -5.0% | -16.9% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 6mo: compounded portfolio wealth divided by compounded EWT 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…
6mo analysis · Full analysis span regression · 6 months rolling