+51.9%
PYPL vs WAB
+269.8%
-217.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -1.1% | +7.9% | -9.0% | -3.9% |
| 30D | +3.8% | +4.9% | -1.1% | +1.8% |
| 3M | -1.3% | +1.8% | -3.1% | -2.1% |
| 6M | +29.0% | +12.0% | +17.1% | +22.6% |
| YTD | +0.7% | +41.3% | -40.5% | -13.2% |
| 1Y | -12.3% | +43.8% | -56.1% | -25.0% |
| 3Y | +7.6% | +171.1% | -163.4% | -27.7% |
| 5Y | -71.7% | +217.7% | -289.4% | -82.1% |
| All | +51.9% | +269.8% | -217.9% | -20.3% |
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