-17.9%
PYPL vs NWSA
+1.3%
-19.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.7% |
| 7D | -5.9% | -4.8% | -1.2% | -3.0% |
| 30D | -9.4% | +3.0% | -12.4% | -10.9% |
| 3M | +31.3% | +9.3% | +22.0% | +24.3% |
| 6M | +19.1% | +23.2% | -4.1% | +3.8% |
| YTD | -7.9% | +13.3% | -21.2% | -12.3% |
| 1Y | -17.9% | +2.9% | -20.8% | -20.1% |
| All | -17.9% | +1.3% | -19.2% | -20.1% |
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