+51.4%
PYPL vs GWW
+575.2%
-523.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.4% |
| 7D | +2.7% | +1.4% | +1.3% | +2.1% |
| 30D | -4.9% | +3.3% | -8.2% | -6.1% |
| 3M | +28.9% | +2.9% | +26.0% | +27.1% |
| 6M | +18.2% | +15.8% | +2.5% | +10.9% |
| YTD | -5.0% | +32.0% | -37.1% | -16.2% |
| 1Y | -18.8% | +29.9% | -48.7% | -28.0% |
| 3Y | -12.6% | +91.1% | -103.7% | -34.1% |
| 5Y | -80.8% | +223.9% | -304.7% | -88.4% |
| 10Y | +49.9% | +567.0% | -517.1% | -29.2% |
| All | +51.4% | +575.2% | -523.8% | -30.1% |
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 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