+38.8%
PYPL vs WAB
+282.7%
-243.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | -4.3% | +0.2% | -4.6% | -4.4% |
| 30D | -11.5% | -4.6% | -6.9% | -9.9% |
| 3M | +26.1% | +5.6% | +20.5% | +22.9% |
| 6M | +13.7% | +13.8% | -0.1% | +7.2% |
| YTD | -9.8% | +31.9% | -41.7% | -20.0% |
| 1Y | -22.1% | +48.3% | -70.3% | -34.0% |
| 3Y | -13.5% | +167.1% | -180.6% | -41.1% |
| 5Y | -81.6% | +222.9% | -304.5% | -88.2% |
| 10Y | +38.8% | +289.9% | -251.1% | -24.6% |
| All | +38.8% | +282.7% | -243.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling