+48.3%
PYPL vs WAB
+282.0%
-233.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.8% |
| 7D | +1.0% | +4.0% | -3.0% | -0.6% |
| 30D | +5.9% | +6.3% | -0.5% | +3.3% |
| 3M | -0.2% | +3.3% | -3.5% | -1.7% |
| 6M | +30.3% | +14.5% | +15.8% | +22.8% |
| YTD | +1.6% | +42.7% | -41.1% | -12.8% |
| 1Y | -10.3% | +45.2% | -55.5% | -23.5% |
| 3Y | +8.5% | +173.8% | -165.2% | -27.3% |
| 5Y | -71.0% | +223.8% | -294.7% | -81.7% |
| All | +48.3% | +282.0% | -233.7% | -22.5% |
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