-73.9%
PYPL vs WMB
+178.0%
-251.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +3.9% | -13.8% | +17.7% | +7.7% |
| 30D | +7.8% | -10.3% | +18.1% | +10.4% |
| 3M | -0.7% | -10.1% | +9.4% | +1.3% |
| 6M | +28.8% | -11.8% | +40.6% | +31.4% |
| YTD | +2.4% | +8.9% | -6.6% | -4.4% |
| 1Y | -9.6% | +14.0% | -23.6% | -17.3% |
| 3Y | +9.7% | +100.5% | -90.9% | -24.1% |
| All | -73.9% | +178.0% | -251.8% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling