+867.1%
EBAY vs SW
+755.0%
+112.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | -2.1% | -5.1% | +3.0% | -1.8% |
| 30D | -6.7% | -4.6% | -2.1% | -6.5% |
| 3M | -5.0% | +9.4% | -14.4% | -5.6% |
| 6M | +14.6% | +3.5% | +11.1% | +14.1% |
| YTD | +19.8% | +22.0% | -2.2% | +18.0% |
| 1Y | +12.6% | +2.2% | +10.4% | +11.8% |
| 3Y | +141.0% | +19.6% | +121.4% | +135.1% |
| 5Y | +47.5% | -2.3% | +49.9% | +43.3% |
| 10Y | +263.3% | +181.4% | +81.9% | +230.7% |
| All | +867.1% | +755.0% | +112.1% | +671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling