+51.4%
PYPL vs WSM
+617.3%
-565.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.7% |
| 7D | +2.7% | -3.3% | +5.9% | +3.7% |
| 30D | -4.9% | -8.4% | +3.5% | -2.4% |
| 3M | +28.9% | +9.7% | +19.2% | +25.0% |
| 6M | +18.2% | +16.7% | +1.6% | +12.1% |
| YTD | -5.0% | +28.7% | -33.7% | -13.1% |
| 1Y | -18.8% | +13.7% | -32.5% | -23.1% |
| 3Y | -12.6% | +230.1% | -242.7% | -44.3% |
| 5Y | -80.8% | +179.0% | -259.7% | -87.5% |
| 10Y | +49.9% | +1,002.5% | -952.6% | -40.0% |
| All | +51.4% | +617.3% | -565.9% | -32.2% |
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