+58.1%
EBAY vs BBWI
-69.5%
+127.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.7% |
| 7D | -0.8% | -8.0% | +7.2% | +0.7% |
| 30D | -0.6% | -6.6% | +6.0% | +0.4% |
| 3M | -1.0% | -2.7% | +1.7% | -1.2% |
| 6M | +16.3% | -12.8% | +29.0% | +17.4% |
| YTD | +21.7% | -10.5% | +32.2% | +21.5% |
| 1Y | +16.5% | -35.3% | +51.9% | +23.5% |
| 3Y | +154.2% | -47.7% | +201.9% | +168.3% |
| 5Y | +58.1% | -68.9% | +126.9% | +77.2% |
| All | +58.1% | -69.5% | +127.5% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling