+10.2%
PYPL vs WAB
+168.8%
-158.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +0.1% | +5.1% | -5.0% | -1.9% |
| 30D | +5.7% | +4.0% | +1.7% | +3.9% |
| 3M | -1.9% | +0.1% | -2.0% | -2.1% |
| 6M | +31.8% | +12.8% | +19.0% | +24.3% |
| YTD | +2.4% | +40.1% | -37.6% | -15.2% |
| 1Y | -8.2% | +46.4% | -54.6% | -26.1% |
| 3Y | +10.2% | +167.4% | -157.2% | -39.7% |
| All | +10.2% | +168.8% | -158.6% | -39.7% |
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