+63.2%
PYPL vs WST
+633.6%
-570.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.2% |
| 7D | +3.9% | -3.1% | +7.0% | +5.1% |
| 30D | +7.8% | +9.1% | -1.3% | +4.4% |
| 3M | -0.7% | +14.7% | -15.3% | -5.5% |
| 6M | +28.8% | +28.0% | +0.8% | +17.3% |
| YTD | +2.4% | +45.6% | -43.3% | -11.9% |
| 1Y | -9.6% | +45.7% | -55.3% | -22.3% |
| 3Y | +9.7% | +21.1% | -11.4% | -9.8% |
| 5Y | -73.5% | +0.3% | -73.8% | -76.8% |
| 10Y | +46.5% | +449.0% | -402.6% | -42.7% |
| All | +63.2% | +633.6% | -570.4% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling