+407.9%
EBAY vs W
+176.2%
+231.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.7% |
| 7D | -2.1% | -4.2% | +2.1% | -1.6% |
| 30D | -6.7% | -7.6% | +0.9% | -5.8% |
| 3M | -5.0% | +37.2% | -42.1% | -10.2% |
| 6M | +14.6% | +26.3% | -11.7% | +8.8% |
| YTD | +19.8% | -1.0% | +20.8% | +17.3% |
| 1Y | +12.6% | +20.1% | -7.5% | +6.5% |
| 3Y | +141.0% | +37.8% | +103.2% | +109.7% |
| 5Y | +47.5% | -63.7% | +111.2% | +36.3% |
| 10Y | +263.3% | +156.3% | +106.9% | +162.0% |
| All | +407.9% | +176.2% | +231.7% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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