+63.2%
PYPL vs W
+199.3%
-136.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +3.9% | -3.6% | +7.5% | +4.6% |
| 30D | +7.8% | +7.0% | +0.8% | +5.9% |
| 3M | -0.7% | +7.4% | -8.0% | -2.8% |
| 6M | +28.8% | +69.3% | -40.5% | +11.6% |
| YTD | +2.4% | +11.3% | -8.9% | -4.2% |
| 1Y | -9.6% | +13.2% | -22.8% | -16.0% |
| 3Y | +9.7% | +142.0% | -132.4% | -21.6% |
| 5Y | -73.5% | -54.6% | -18.9% | -76.7% |
| 10Y | +46.5% | +243.7% | -197.3% | -12.4% |
| All | +63.2% | +199.3% | -136.1% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling