+384.9%
EBAY vs WM
+337.2%
+47.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | +7.8% | +13.3% | -5.5% | +2.5% |
| 3M | +8.4% | +4.4% | +4.0% | +6.4% |
| 6M | +13.0% | +10.8% | +2.2% | +7.9% |
| YTD | +40.2% | +9.1% | +31.1% | +34.3% |
| 1Y | +46.2% | +19.1% | +27.1% | +34.8% |
| 3Y | +218.4% | +45.7% | +172.7% | +164.7% |
| 5Y | +78.6% | +60.4% | +18.2% | +40.8% |
| 10Y | +384.9% | +328.7% | +56.2% | +136.8% |
| All | +384.9% | +337.2% | +47.7% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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