+51.4%
PYPL vs SW
+127.2%
-75.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | +2.7% | -5.1% | +7.8% | +3.4% |
| 30D | -4.9% | -4.6% | -0.3% | -4.3% |
| 3M | +28.9% | +9.4% | +19.5% | +27.0% |
| 6M | +18.2% | +3.5% | +14.7% | +17.0% |
| YTD | -5.0% | +22.0% | -27.1% | -8.4% |
| 1Y | -18.8% | +2.2% | -21.0% | -19.9% |
| 3Y | -12.6% | +19.6% | -32.2% | -16.4% |
| 5Y | -80.8% | -2.3% | -78.4% | -81.8% |
| 10Y | +49.9% | +181.4% | -131.4% | +32.3% |
| All | +51.4% | +127.2% | -75.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded SW 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling