+51.1%
EBAY vs SW
-2.3%
+53.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | -2.1% | -5.1% | +3.0% | -1.7% |
| 30D | -6.7% | -4.6% | -2.1% | -6.4% |
| 3M | -5.0% | +9.4% | -14.4% | -5.8% |
| 6M | +14.6% | +3.5% | +11.1% | +13.9% |
| YTD | +19.8% | +22.0% | -2.2% | +17.1% |
| 1Y | +12.6% | +2.2% | +10.4% | +11.4% |
| 3Y | +141.0% | +19.6% | +121.4% | +131.4% |
| All | +51.1% | -2.3% | +53.5% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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