+41.5%
PYPL vs WST
+324.6%
-283.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | +2.7% | +0.7% | +1.9% | +2.4% |
| 30D | -4.9% | -3.1% | -1.7% | -3.7% |
| 3M | +28.9% | +7.2% | +21.7% | +25.6% |
| 6M | +18.2% | +36.8% | -18.6% | +4.5% |
| YTD | -5.0% | +23.8% | -28.9% | -13.1% |
| 1Y | -18.8% | +37.8% | -56.6% | -29.1% |
| 3Y | -12.6% | -15.9% | +3.3% | -15.2% |
| 5Y | -80.8% | -25.8% | -55.0% | -80.9% |
| All | +41.5% | +324.6% | -283.1% | -36.2% |
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