+39.0%
PYPL vs GWW
+565.7%
-526.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -5.9% | -3.1% | -2.8% | -4.8% |
| 30D | -9.4% | -2.3% | -7.1% | -8.6% |
| 3M | +31.3% | -3.3% | +34.6% | +32.7% |
| 6M | +19.1% | +15.4% | +3.7% | +12.0% |
| YTD | -7.9% | +26.7% | -34.6% | -17.3% |
| 1Y | -17.9% | +29.0% | -46.8% | -26.8% |
| 3Y | -11.6% | +89.0% | -100.6% | -32.7% |
| 5Y | -81.0% | +221.8% | -302.8% | -88.4% |
| All | +39.0% | +565.7% | -526.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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