+65.4%
PYPL vs W
+213.0%
-147.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +0.4% |
| 7D | +2.2% | +3.3% | -1.1% | +1.3% |
| 30D | +8.1% | +10.5% | -2.4% | +5.5% |
| 3M | +1.9% | +9.6% | -7.7% | -0.7% |
| 6M | +33.1% | +76.4% | -43.3% | +14.3% |
| YTD | +3.8% | +16.4% | -12.6% | -3.8% |
| 1Y | -8.3% | +9.3% | -17.7% | -14.1% |
| 3Y | +11.9% | +172.8% | -160.9% | -22.1% |
| 5Y | -70.4% | -53.4% | -17.1% | -74.2% |
| 10Y | +47.2% | +243.6% | -196.5% | -12.5% |
| All | +65.4% | +213.0% | -147.6% | -2.7% |
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