+63.2%
PYPL vs WMB
+108.3%
-45.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +3.9% | -13.8% | +17.7% | +7.2% |
| 30D | +7.8% | -10.3% | +18.1% | +10.1% |
| 3M | -0.7% | -10.1% | +9.4% | +1.2% |
| 6M | +28.8% | -11.8% | +40.6% | +31.3% |
| YTD | +2.4% | +8.9% | -6.6% | -1.2% |
| 1Y | -9.6% | +14.0% | -23.6% | -13.8% |
| 3Y | +9.7% | +100.5% | -90.9% | -9.2% |
| 5Y | -73.5% | +179.5% | -253.0% | -79.7% |
| 10Y | +46.5% | +272.7% | -226.3% | -1.3% |
| All | +63.2% | +108.3% | -45.1% | +39.9% |
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