+51.4%
PYPL vs NWSA
+140.5%
-89.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.1% |
| 7D | +2.7% | -1.9% | +4.5% | +3.7% |
| 30D | -4.9% | +4.6% | -9.5% | -7.0% |
| 3M | +28.9% | +13.2% | +15.7% | +21.0% |
| 6M | +18.2% | +27.0% | -8.8% | +4.8% |
| YTD | -5.0% | +16.8% | -21.9% | -12.0% |
| 1Y | -18.8% | +4.5% | -23.3% | -20.8% |
| 3Y | -12.6% | +46.2% | -58.8% | -28.0% |
| 5Y | -80.8% | +40.9% | -121.7% | -84.2% |
| 10Y | +49.9% | +145.1% | -95.2% | -10.7% |
| All | +51.4% | +140.5% | -89.1% | -11.6% |
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