+45.1%
PYPL vs SW
+182.7%
-137.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +3.9% | +2.3% | +1.6% | +3.6% |
| 30D | +7.8% | +6.8% | +1.0% | +6.8% |
| 3M | -0.7% | -5.2% | +4.5% | 0.0% |
| 6M | +28.8% | +7.4% | +21.3% | +27.0% |
| YTD | +2.4% | +17.4% | -15.0% | -1.0% |
| 1Y | -9.6% | +27.1% | -36.7% | -13.6% |
| 3Y | +9.7% | +47.9% | -38.2% | +2.3% |
| 5Y | -73.5% | -2.6% | -70.9% | -74.8% |
| All | +45.1% | +182.7% | -137.6% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling