-23.2%
PYPL vs WETO
-99.4%
+76.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +0.8% |
| 7D | -2.3% | -4.3% | +2.1% | -2.2% |
| 30D | -9.0% | -39.9% | +30.9% | -9.1% |
| 3M | +30.6% | -97.9% | +128.5% | +33.5% |
| 6M | +18.6% | -95.0% | +113.6% | +19.2% |
| YTD | -7.2% | -97.2% | +90.0% | -5.9% |
| 1Y | -19.3% | -98.9% | +79.7% | -17.3% |
| All | -23.2% | -99.4% | +76.2% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 5y: compounded portfolio wealth divided by compounded WETO 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…
5y analysis · Full analysis span regression · 6 months rolling