+51.4%
PYPL vs WMB
+139.2%
-87.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | -4.9% | +3.3% | -8.2% | -5.7% |
| 3M | +28.9% | +3.1% | +25.7% | +27.6% |
| 6M | +18.2% | -0.7% | +18.9% | +17.7% |
| YTD | -5.0% | +25.2% | -30.2% | -10.8% |
| 1Y | -18.8% | +32.9% | -51.7% | -25.0% |
| 3Y | -12.6% | +140.6% | -153.1% | -30.2% |
| 5Y | -80.8% | +273.5% | -354.2% | -86.1% |
| 10Y | +49.9% | +334.2% | -284.3% | -1.9% |
| All | +51.4% | +139.2% | -87.9% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling