-14.8%
PYPL vs WSM
+232.0%
-246.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -4.3% | +2.6% | -7.0% | -4.9% |
| 30D | -11.5% | -9.3% | -2.2% | -9.5% |
| 3M | +26.1% | +7.1% | +19.1% | +24.0% |
| 6M | +13.7% | +21.7% | -8.0% | +8.3% |
| YTD | -9.8% | +28.7% | -38.6% | -15.7% |
| 1Y | -22.1% | +13.9% | -35.9% | -25.2% |
| All | -14.8% | +232.0% | -246.8% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling