+63.3%
PYPL vs WSM
+703.7%
-640.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.7% | +5.1% | +0.6% | +4.0% |
| 3M | -1.9% | +5.1% | -7.0% | -3.5% |
| 6M | +31.8% | +48.6% | -16.8% | +16.3% |
| YTD | +2.4% | +44.2% | -41.7% | -9.5% |
| 1Y | -8.2% | +38.1% | -46.3% | -17.9% |
| 3Y | +10.2% | +257.2% | -247.0% | -31.2% |
| 5Y | -71.2% | +165.1% | -236.3% | -81.1% |
| 10Y | +49.6% | +1,123.6% | -1,074.0% | -42.1% |
| All | +63.3% | +703.7% | -640.4% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling