+9.7%
PYPL vs W
+123.5%
-113.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +3.9% | -3.6% | +7.5% | +4.5% |
| 30D | +7.8% | +7.0% | +0.8% | +6.2% |
| 3M | -0.7% | +7.4% | -8.0% | -2.5% |
| 6M | +28.8% | +69.3% | -40.5% | +13.2% |
| YTD | +2.4% | +11.3% | -8.9% | -3.3% |
| 1Y | -9.6% | +13.2% | -22.8% | -15.3% |
| 3Y | +9.7% | +142.0% | -132.4% | -23.4% |
| All | +9.7% | +123.5% | -113.8% | -23.4% |
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