+36.9%
PYPL vs W
+146.2%
-109.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.4% |
| 7D | +1.7% | +6.5% | -4.7% | +0.3% |
| 30D | -9.7% | -6.2% | -3.5% | -8.5% |
| 3M | +29.2% | +48.9% | -19.7% | +15.3% |
| 6M | +13.9% | +31.2% | -17.3% | +3.7% |
| YTD | -8.1% | -0.4% | -7.7% | -11.7% |
| 1Y | -21.4% | +14.8% | -36.2% | -27.9% |
| 3Y | -11.8% | +40.5% | -52.3% | -30.2% |
| 5Y | -81.1% | -62.1% | -19.0% | -82.8% |
| 10Y | +36.9% | +141.5% | -104.6% | -16.6% |
| All | +36.9% | +146.2% | -109.3% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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