+266.6%
EBAY vs WST
+341.6%
-75.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.0% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -0.6% | -2.0% | +1.4% | -0.2% |
| 3M | -1.0% | +4.1% | -5.1% | -2.0% |
| 6M | +16.3% | +47.4% | -31.2% | +6.3% |
| YTD | +21.7% | +25.4% | -3.7% | +15.0% |
| 1Y | +16.5% | +35.3% | -18.8% | +7.8% |
| 3Y | +154.2% | -11.7% | +165.9% | +146.3% |
| 5Y | +58.1% | -24.0% | +82.1% | +55.4% |
| All | +266.6% | +341.6% | -75.1% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling