+60.6%
PYPL vs GWW
+667.4%
-606.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -1.1% | +3.7% | -4.8% | -2.5% |
| 30D | +3.8% | +13.6% | -9.8% | -1.3% |
| 3M | -1.3% | +15.4% | -16.6% | -6.8% |
| 6M | +29.0% | +21.8% | +7.2% | +18.9% |
| YTD | +0.7% | +50.0% | -49.3% | -15.6% |
| 1Y | -12.3% | +60.2% | -72.5% | -28.5% |
| 3Y | +7.6% | +94.4% | -86.7% | -19.3% |
| 5Y | -71.7% | +221.8% | -293.5% | -82.9% |
| 10Y | +47.1% | +665.8% | -618.7% | -34.4% |
| All | +60.6% | +667.4% | -606.8% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling