+51.4%
PYPL vs W
+166.3%
-114.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.6% | -3.6% |
| 7D | +2.7% | -4.2% | +6.8% | +3.6% |
| 30D | -4.9% | -7.6% | +2.7% | -3.4% |
| 3M | +28.9% | +37.2% | -8.3% | +18.0% |
| 6M | +18.2% | +26.3% | -8.1% | +9.3% |
| YTD | -5.0% | -1.0% | -4.1% | -8.4% |
| 1Y | -18.8% | +20.1% | -38.9% | -25.9% |
| 3Y | -12.6% | +37.8% | -50.4% | -29.2% |
| 5Y | -80.8% | -63.7% | -17.1% | -82.3% |
| 10Y | +49.9% | +156.3% | -106.4% | -6.5% |
| All | +51.4% | +166.3% | -114.9% | -7.3% |
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