+63.3%
PYPL vs NWSA
+114.1%
-50.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.4% |
| 7D | +0.1% | +2.2% | -2.1% | -1.0% |
| 30D | +5.7% | -8.8% | +14.4% | +9.9% |
| 3M | -1.9% | -6.5% | +4.6% | +0.6% |
| 6M | +31.8% | +1.5% | +30.3% | +29.5% |
| YTD | +2.4% | +4.0% | -1.6% | -0.3% |
| 1Y | -8.2% | +3.4% | -11.7% | -10.4% |
| 3Y | +10.2% | +34.8% | -24.6% | -6.2% |
| 5Y | -71.2% | +18.4% | -89.6% | -74.5% |
| 10Y | +49.6% | +149.2% | -99.6% | -11.2% |
| All | +63.3% | +114.1% | -50.9% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling