-19.3%
PYPL vs WAB
+49.7%
-68.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -9.0% | -4.1% | -5.0% | -8.7% |
| 3M | +30.6% | +8.2% | +22.4% | +30.2% |
| 6M | +18.6% | +15.4% | +3.2% | +16.6% |
| YTD | -7.2% | +33.1% | -40.3% | -12.8% |
| 1Y | -19.3% | +48.1% | -67.3% | -25.4% |
| All | -19.3% | +49.7% | -68.9% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling