+40.1%
PYPL vs WTW
+198.0%
-157.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -2.3% | -5.7% | +3.5% | +0.7% |
| 30D | -9.0% | -7.3% | -1.8% | -5.6% |
| 3M | +30.6% | +21.5% | +9.1% | +17.5% |
| 6M | +18.6% | +9.6% | +8.9% | +11.7% |
| YTD | -7.2% | -3.3% | -3.9% | -8.3% |
| 1Y | -19.3% | -6.1% | -13.1% | -19.2% |
| 3Y | -12.3% | +61.8% | -74.1% | -37.7% |
| 5Y | -80.9% | +42.7% | -123.6% | -85.5% |
| All | +40.1% | +198.0% | -157.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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