-7.9%
PYPL vs NWSA
+18.2%
-26.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.3% | +1.1% |
| 7D | +6.5% | +4.3% | +2.2% | +3.7% |
| 30D | +10.6% | +5.6% | +5.1% | +6.8% |
| 3M | +3.1% | +7.3% | -4.2% | -1.5% |
| 6M | +20.2% | +18.8% | +1.3% | +6.5% |
| YTD | +4.0% | +17.9% | -13.9% | -1.5% |
| 1Y | -7.9% | +19.3% | -27.2% | -13.4% |
| All | -7.9% | +18.2% | -26.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling