-11.8%
PYPL vs WCC
+137.6%
-149.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.8% |
| 7D | +1.7% | +8.5% | -6.7% | -0.3% |
| 30D | -9.7% | -1.0% | -8.8% | -9.7% |
| 3M | +29.2% | +2.1% | +27.1% | +27.6% |
| 6M | +13.9% | +36.8% | -22.9% | +2.1% |
| YTD | -8.1% | +47.7% | -55.8% | -20.5% |
| 1Y | -21.4% | +66.5% | -87.9% | -35.1% |
| 3Y | -11.8% | +134.2% | -146.0% | -41.9% |
| All | -11.8% | +137.6% | -149.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WCC 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling