-9.9%
PYPL vs WAB
+162.1%
-171.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.3% |
| 7D | +2.7% | -3.2% | +5.9% | +4.0% |
| 30D | -4.9% | -4.4% | -0.5% | -3.1% |
| 3M | +28.9% | +7.9% | +21.0% | +24.0% |
| 6M | +18.2% | +8.7% | +9.5% | +12.4% |
| YTD | -5.0% | +33.0% | -38.0% | -19.6% |
| 1Y | -18.8% | +46.7% | -65.5% | -35.4% |
| All | -9.9% | +162.1% | -171.9% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling