+51.9%
PYPL vs WM
+331.3%
-279.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.8% |
| 7D | -1.1% | +1.2% | -2.3% | -1.7% |
| 30D | +3.8% | +15.2% | -11.4% | -3.7% |
| 3M | -1.3% | +8.3% | -9.6% | -5.6% |
| 6M | +29.0% | +13.1% | +15.9% | +20.2% |
| YTD | +0.7% | +12.5% | -11.8% | -6.4% |
| 1Y | -12.3% | +21.8% | -34.1% | -22.1% |
| 3Y | +7.6% | +48.8% | -41.1% | -17.8% |
| 5Y | -71.7% | +62.1% | -133.8% | -79.8% |
| All | +51.9% | +331.3% | -279.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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