+276.1%
EBAY vs WSM
+1,071.8%
-795.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | +5.6% | -7.7% | +13.4% | +7.5% |
| 3M | -1.4% | +3.8% | -5.2% | -2.5% |
| 6M | +18.2% | +22.7% | -4.5% | +12.1% |
| YTD | +24.8% | +28.0% | -3.2% | +17.1% |
| 1Y | +18.0% | +12.7% | +5.3% | +13.6% |
| 3Y | +160.3% | +231.3% | -71.0% | +81.4% |
| 5Y | +62.1% | +177.2% | -115.0% | +14.1% |
| All | +276.1% | +1,071.8% | -795.7% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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