+262.7%
EBAY vs WM
+305.2%
-42.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -0.4% | -0.9% | +0.5% | 0.0% |
| 30D | -6.3% | -4.3% | -2.0% | -4.7% |
| 3M | -3.3% | +0.8% | -4.0% | -3.9% |
| 6M | +13.5% | -10.8% | +24.2% | +18.2% |
| YTD | +21.2% | -0.1% | +21.2% | +20.4% |
| 1Y | +13.9% | +1.0% | +12.9% | +12.2% |
| 3Y | +153.1% | +45.1% | +108.0% | +109.6% |
| 5Y | +54.5% | +52.1% | +2.4% | +24.5% |
| 10Y | +262.7% | +302.9% | -40.2% | +94.9% |
| All | +262.7% | +305.2% | -42.5% | +94.9% |
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