+50.1%
PYPL vs WMB
+278.0%
-228.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.6% |
| 7D | -1.2% | +1.6% | -2.8% | -1.7% |
| 30D | +6.1% | -7.1% | +13.2% | +8.0% |
| 3M | +1.1% | -4.0% | +5.1% | +1.5% |
| 6M | +32.7% | -5.7% | +38.5% | +33.5% |
| YTD | +2.8% | +17.2% | -14.4% | -4.6% |
| 1Y | -10.8% | +17.2% | -28.0% | -17.3% |
| 3Y | +9.8% | +121.1% | -111.2% | -19.1% |
| 5Y | -70.2% | +197.2% | -267.4% | -80.2% |
| 10Y | +50.1% | +280.9% | -230.9% | -16.4% |
| All | +50.1% | +278.0% | -228.0% | -16.4% |
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