+51.4%
PYPL vs WAB
+221.9%
-170.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.3% |
| 7D | +2.7% | -3.2% | +5.9% | +3.9% |
| 30D | -4.9% | -4.4% | -0.5% | -3.3% |
| 3M | +28.9% | +7.9% | +21.0% | +24.6% |
| 6M | +18.2% | +8.7% | +9.5% | +13.3% |
| YTD | -5.0% | +33.0% | -38.0% | -16.1% |
| 1Y | -18.8% | +46.7% | -65.5% | -31.1% |
| 3Y | -12.6% | +153.0% | -165.6% | -39.7% |
| 5Y | -80.8% | +222.3% | -303.1% | -87.8% |
| 10Y | +49.9% | +291.0% | -241.1% | -21.1% |
| All | +51.4% | +221.9% | -170.6% | -13.4% |
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 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