+38.8%
PYPL vs WCC
+506.2%
-467.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -4.3% | +6.8% | -11.1% | -6.2% |
| 30D | -11.5% | -3.0% | -8.5% | -10.8% |
| 3M | +26.1% | +0.2% | +25.9% | +24.7% |
| 6M | +13.7% | +33.2% | -19.5% | +2.0% |
| YTD | -9.8% | +45.8% | -55.7% | -22.0% |
| 1Y | -22.1% | +68.4% | -90.4% | -36.0% |
| 3Y | -13.5% | +131.1% | -144.6% | -38.4% |
| 5Y | -81.6% | +225.6% | -307.2% | -88.4% |
| 10Y | +38.8% | +534.2% | -495.4% | -36.3% |
| All | +38.8% | +506.2% | -467.4% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling