+36.9%
PYPL vs WST
+321.8%
-284.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.0% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | -9.7% | -4.6% | -5.1% | -8.1% |
| 3M | +29.2% | +5.7% | +23.5% | +26.5% |
| 6M | +13.9% | +37.6% | -23.7% | +0.5% |
| YTD | -8.1% | +23.0% | -31.1% | -15.7% |
| 1Y | -21.4% | +33.8% | -55.2% | -30.6% |
| 3Y | -11.8% | -13.4% | +1.5% | -15.8% |
| 5Y | -81.1% | -27.0% | -54.2% | -81.1% |
| 10Y | +36.9% | +324.5% | -287.6% | -38.1% |
| All | +36.9% | +321.8% | -284.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling