+39.0%
PYPL vs WSM
+1,058.9%
-1,019.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.7% |
| 7D | -5.9% | +0.4% | -6.4% | -6.1% |
| 30D | -9.4% | -10.7% | +1.3% | -6.3% |
| 3M | +31.3% | +8.5% | +22.8% | +27.8% |
| 6M | +19.1% | +19.6% | -0.5% | +12.0% |
| YTD | -7.9% | +26.6% | -34.5% | -15.4% |
| 1Y | -17.9% | +12.0% | -29.8% | -21.9% |
| 3Y | -11.6% | +226.6% | -238.3% | -43.9% |
| 5Y | -81.0% | +174.1% | -255.2% | -87.7% |
| All | +39.0% | +1,058.9% | -1,019.8% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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