-20.5%
PYPL vs WAT
+30.1%
-50.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -3.1% |
| 7D | +1.7% | -0.7% | +2.5% | +1.8% |
| 30D | -9.7% | -1.0% | -8.8% | -9.6% |
| 3M | +29.2% | +10.9% | +18.3% | +28.8% |
| 6M | +13.9% | +33.2% | -19.3% | +13.4% |
| YTD | -8.1% | +6.1% | -14.2% | -7.2% |
| All | -20.5% | +30.1% | -50.6% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling