+51.4%
PYPL vs WCC
+431.4%
-380.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.9% | -4.2% |
| 7D | +2.7% | +4.5% | -1.8% | +1.3% |
| 30D | -4.9% | -5.8% | +0.9% | -3.4% |
| 3M | +28.9% | -3.7% | +32.5% | +28.9% |
| 6M | +18.2% | +23.1% | -4.8% | +8.5% |
| YTD | -5.0% | +44.2% | -49.2% | -17.7% |
| 1Y | -18.8% | +62.1% | -80.9% | -32.6% |
| 3Y | -12.6% | +121.1% | -133.7% | -37.1% |
| 5Y | -80.8% | +214.0% | -294.7% | -87.9% |
| 10Y | +49.9% | +472.8% | -422.9% | -30.7% |
| All | +51.4% | +431.4% | -380.0% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling