+61.9%
PYPL vs WAT
+269.4%
-207.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +1.0% | +3.4% | -2.4% | -0.5% |
| 30D | +5.9% | +9.6% | -3.8% | +1.6% |
| 3M | -0.2% | +15.5% | -15.7% | -6.5% |
| 6M | +30.3% | +33.9% | -3.6% | +14.0% |
| YTD | +1.6% | +25.2% | -23.6% | -10.3% |
| 1Y | -10.3% | +26.3% | -36.6% | -21.2% |
| 3Y | +8.5% | +85.8% | -77.3% | -27.3% |
| 5Y | -71.0% | +35.3% | -106.2% | -77.3% |
| 10Y | +46.9% | +231.8% | -184.9% | -33.0% |
| All | +61.9% | +269.4% | -207.5% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling