+39.0%
PYPL vs WPM
+545.0%
-506.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +2.7% |
| 7D | -5.9% | -3.6% | -2.3% | -5.4% |
| 30D | -9.4% | +12.5% | -21.9% | -11.1% |
| 3M | +31.3% | +40.6% | -9.3% | +24.3% |
| 6M | +19.1% | +0.5% | +18.6% | +18.1% |
| YTD | -7.9% | +29.0% | -36.9% | -12.8% |
| 1Y | -17.9% | +43.8% | -61.7% | -24.0% |
| 3Y | -11.6% | +266.3% | -277.9% | -31.7% |
| 5Y | -81.0% | +255.1% | -336.2% | -85.5% |
| All | +39.0% | +545.0% | -506.0% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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