+65.4%
PYPL vs WAT
+270.3%
-204.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | -0.4% |
| 7D | +2.2% | +6.0% | -3.9% | -0.4% |
| 30D | +8.1% | +9.9% | -1.8% | +3.7% |
| 3M | +1.9% | +17.2% | -15.3% | -5.0% |
| 6M | +33.1% | +34.2% | -1.1% | +16.3% |
| YTD | +3.8% | +25.5% | -21.7% | -8.5% |
| 1Y | -8.3% | +28.3% | -36.6% | -20.0% |
| 3Y | +11.9% | +88.4% | -76.5% | -25.6% |
| 5Y | -70.4% | +36.1% | -106.6% | -77.0% |
| 10Y | +47.2% | +234.8% | -187.6% | -33.2% |
| All | +65.4% | +270.3% | -204.9% | -30.5% |
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