+51.4%
PYPL vs WM
+486.2%
-434.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.4% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | -4.9% | -2.4% | -2.5% | -3.8% |
| 3M | +28.9% | +0.4% | +28.5% | +28.1% |
| 6M | +18.2% | -9.5% | +27.7% | +23.9% |
| YTD | -5.0% | +0.5% | -5.5% | -6.2% |
| 1Y | -18.8% | -1.1% | -17.7% | -19.5% |
| 3Y | -12.6% | +46.0% | -58.6% | -33.4% |
| 5Y | -80.8% | +51.8% | -132.6% | -85.9% |
| 10Y | +49.9% | +307.5% | -257.6% | -42.3% |
| All | +51.4% | +486.2% | -434.9% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling