-23.8%
PYPL vs WETO
-99.4%
+75.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +2.2% |
| 7D | -5.9% | -19.9% | +13.9% | -5.9% |
| 30D | -9.4% | -42.7% | +33.2% | -9.4% |
| 3M | +31.3% | -97.7% | +129.0% | +34.2% |
| 6M | +19.1% | -94.4% | +113.5% | +19.7% |
| YTD | -7.9% | -97.0% | +89.1% | -6.6% |
| 1Y | -17.9% | -98.9% | +81.0% | -15.9% |
| All | -23.8% | -99.4% | +75.6% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling