+38.8%
PYPL vs WAT
+156.2%
-117.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -4.3% | -1.8% | -2.5% | -3.6% |
| 30D | -11.5% | -1.7% | -9.8% | -10.8% |
| 3M | +26.1% | +9.1% | +17.1% | +21.4% |
| 6M | +13.7% | +32.4% | -18.8% | -0.8% |
| YTD | -9.8% | +6.6% | -16.4% | -14.2% |
| 1Y | -22.1% | +34.7% | -56.8% | -34.0% |
| 3Y | -13.5% | +53.6% | -67.1% | -36.3% |
| 5Y | -81.6% | -4.1% | -77.5% | -82.9% |
| 10Y | +38.8% | +167.9% | -129.1% | -24.3% |
| All | +38.8% | +156.2% | -117.4% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling