+39.0%
PYPL vs WCN
+235.2%
-196.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.9% |
| 7D | -5.9% | -4.4% | -1.5% | -3.1% |
| 30D | -9.4% | -4.4% | -5.0% | -6.7% |
| 3M | +31.3% | +0.5% | +30.8% | +30.6% |
| 6M | +19.1% | -3.3% | +22.4% | +20.7% |
| YTD | -7.9% | -8.5% | +0.6% | -3.3% |
| 1Y | -17.9% | -8.9% | -8.9% | -14.0% |
| 3Y | -11.6% | +18.0% | -29.6% | -25.8% |
| 5Y | -81.0% | +25.0% | -106.1% | -85.1% |
| All | +39.0% | +235.2% | -196.2% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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