+276.1%
EBAY vs WAT
+170.9%
+105.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | +5.6% | -1.9% | +7.5% | +6.1% |
| 3M | -1.4% | +13.5% | -14.9% | -5.3% |
| 6M | +18.2% | +37.2% | -19.0% | +6.0% |
| YTD | +24.8% | +7.5% | +17.3% | +20.3% |
| 1Y | +18.0% | +35.0% | -17.0% | +5.0% |
| 3Y | +160.3% | +55.1% | +105.2% | +109.2% |
| 5Y | +62.1% | -2.8% | +65.0% | +52.0% |
| All | +276.1% | +170.9% | +105.1% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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