-71.8%
PYPL vs WAT
+28.6%
-100.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +5.7% | +5.4% | +0.3% | +3.7% |
| 3M | -1.9% | +11.3% | -13.2% | -5.6% |
| 6M | +31.8% | +37.4% | -5.6% | +17.8% |
| YTD | +2.4% | +21.2% | -18.7% | -5.5% |
| 1Y | -8.2% | +21.3% | -29.6% | -15.5% |
| 3Y | +10.2% | +83.4% | -73.2% | -23.0% |
| All | -71.8% | +28.6% | -100.4% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling