+36.9%
PYPL vs WMB
+309.4%
-272.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.5% | -3.9% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | -9.7% | +7.7% | -17.5% | -12.0% |
| 3M | +29.2% | +6.7% | +22.5% | +26.0% |
| 6M | +13.9% | +3.6% | +10.2% | +11.6% |
| YTD | -8.1% | +28.0% | -36.1% | -16.5% |
| 1Y | -21.4% | +37.6% | -59.0% | -30.5% |
| 3Y | -11.8% | +149.0% | -160.8% | -37.0% |
| 5Y | -81.1% | +285.3% | -366.5% | -88.4% |
| 10Y | +36.9% | +302.1% | -265.1% | -24.0% |
| All | +36.9% | +309.4% | -272.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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