+47.2%
PYPL vs WST
+466.7%
-419.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -2.0% | +0.2% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | +8.1% | +12.9% | -4.7% | +3.5% |
| 3M | +1.9% | +16.7% | -14.8% | -3.6% |
| 6M | +33.1% | +26.8% | +6.3% | +21.7% |
| YTD | +3.8% | +50.5% | -46.7% | -11.7% |
| 1Y | -8.3% | +52.9% | -61.2% | -22.6% |
| 3Y | +11.9% | +23.9% | -12.0% | -8.7% |
| 5Y | -70.4% | +1.0% | -71.5% | -74.1% |
| 10Y | +47.2% | +451.4% | -404.2% | -46.5% |
| All | +47.2% | +466.7% | -419.6% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling