+15.0%
EBAY vs WAT
+36.1%
-21.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | -0.8% | -2.9% | +2.1% | -0.7% |
| 30D | -0.6% | -3.2% | +2.6% | -0.6% |
| 3M | -1.0% | +10.6% | -11.6% | -1.3% |
| 6M | +16.3% | +34.0% | -17.8% | +15.0% |
| YTD | +21.7% | +5.7% | +16.0% | +21.1% |
| All | +15.0% | +36.1% | -21.1% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling