+63.8%
PYPL vs WAB
+246.2%
-182.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.2% | +3.1% | -4.3% | -2.4% |
| 30D | +6.1% | +6.4% | -0.3% | +3.5% |
| 3M | +1.1% | +2.2% | -1.1% | 0.0% |
| 6M | +32.7% | +13.7% | +19.0% | +25.4% |
| YTD | +2.8% | +43.0% | -40.2% | -11.8% |
| 1Y | -10.8% | +47.0% | -57.7% | -24.3% |
| 3Y | +9.8% | +174.4% | -164.6% | -26.6% |
| 5Y | -70.2% | +222.2% | -292.4% | -81.3% |
| 10Y | +50.1% | +276.9% | -226.8% | -19.7% |
| All | +63.8% | +246.2% | -182.4% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling