+47.2%
PYPL vs WM
+337.2%
-290.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +2.2% | -0.5% | +2.6% | +2.4% |
| 30D | +8.1% | +13.3% | -5.2% | +1.2% |
| 3M | +1.9% | +4.4% | -2.5% | -0.7% |
| 6M | +33.1% | +10.8% | +22.3% | +25.3% |
| YTD | +3.8% | +9.1% | -5.3% | -2.0% |
| 1Y | -8.3% | +19.1% | -27.4% | -17.7% |
| 3Y | +11.9% | +45.7% | -33.8% | -13.7% |
| 5Y | -70.4% | +60.4% | -130.9% | -78.8% |
| 10Y | +47.2% | +328.7% | -281.6% | -38.9% |
| All | +47.2% | +337.2% | -290.0% | -38.9% |
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