+493.9%
EBAY vs W
+210.9%
+283.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -0.9% | +0.2% | -1.0% | -0.9% |
| 30D | +3.5% | +6.8% | -3.4% | +2.4% |
| 3M | +16.0% | +10.7% | +5.3% | +13.9% |
| 6M | +7.6% | +86.3% | -78.7% | -3.1% |
| YTD | +40.1% | +11.5% | +28.6% | +34.6% |
| 1Y | +45.0% | +5.1% | +39.9% | +40.2% |
| 3Y | +228.1% | +171.0% | +57.1% | +159.3% |
| 5Y | +78.6% | -56.6% | +135.3% | +61.2% |
| 10Y | +378.8% | +213.4% | +165.4% | +237.5% |
| All | +493.9% | +210.9% | +283.0% | +323.7% |
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