+63.8%
PYPL vs WCC
+395.5%
-331.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.3% |
| 7D | -1.2% | +3.3% | -4.5% | -2.3% |
| 30D | +6.1% | -9.4% | +15.6% | +8.2% |
| 3M | +1.1% | -10.5% | +11.6% | +2.9% |
| 6M | +32.7% | -10.4% | +43.1% | +33.6% |
| YTD | +2.8% | +34.4% | -31.6% | -10.2% |
| 1Y | -10.8% | +27.7% | -38.4% | -20.9% |
| 3Y | +9.8% | +137.9% | -128.1% | -23.7% |
| 5Y | -70.2% | +147.0% | -217.3% | -80.2% |
| 10Y | +50.1% | +442.5% | -392.4% | -30.3% |
| All | +63.8% | +395.5% | -331.7% | -9.6% |
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