+51.4%
PYPL vs WPM
+936.3%
-885.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -2.9% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | -4.9% | +26.4% | -31.2% | -7.8% |
| 3M | +28.9% | +20.8% | +8.0% | +25.4% |
| 6M | +18.2% | +1.1% | +17.1% | +17.3% |
| YTD | -5.0% | +32.5% | -37.5% | -9.6% |
| 1Y | -18.8% | +51.5% | -70.4% | -24.5% |
| 3Y | -12.6% | +267.0% | -279.6% | -29.2% |
| 5Y | -80.8% | +250.1% | -330.9% | -84.6% |
| 10Y | +49.9% | +540.4% | -490.4% | +14.9% |
| All | +51.4% | +936.3% | -885.0% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling