+10.2%
PYPL vs W
+161.9%
-151.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +5.7% | +6.8% | -1.1% | +4.1% |
| 3M | -1.9% | +10.7% | -12.6% | -4.3% |
| 6M | +31.8% | +86.3% | -54.5% | +13.6% |
| YTD | +2.4% | +11.5% | -9.0% | -3.3% |
| 1Y | -8.2% | +5.1% | -13.3% | -12.5% |
| 3Y | +10.2% | +171.0% | -160.8% | -25.2% |
| All | +10.2% | +161.9% | -151.7% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling