+262.7%
EBAY vs SWK
-0.2%
+262.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.8% | +2.2% |
| 7D | -0.4% | -0.7% | +0.4% | -0.2% |
| 30D | -6.3% | -9.7% | +3.4% | -3.6% |
| 3M | -3.3% | +19.5% | -22.7% | -8.8% |
| 6M | +13.5% | +26.0% | -12.5% | +4.5% |
| YTD | +21.2% | +29.1% | -7.9% | +10.4% |
| 1Y | +13.9% | +23.7% | -9.8% | +4.7% |
| 3Y | +153.1% | +15.3% | +137.8% | +129.6% |
| 5Y | +54.5% | -40.6% | +95.1% | +65.2% |
| 10Y | +262.7% | -0.1% | +262.8% | +221.2% |
| All | +262.7% | -0.2% | +262.9% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling