+38.8%
PYPL vs WU
-40.9%
+79.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -4.3% | -4.9% | +0.6% | -2.0% |
| 30D | -11.5% | -1.3% | -10.2% | -11.0% |
| 3M | +26.1% | -3.6% | +29.7% | +26.1% |
| 6M | +13.7% | -24.3% | +38.0% | +27.4% |
| YTD | -9.8% | -21.1% | +11.2% | -1.3% |
| 1Y | -22.1% | -10.3% | -11.7% | -20.5% |
| 3Y | -13.5% | -28.4% | +14.9% | -3.6% |
| 5Y | -81.6% | -51.2% | -30.4% | -75.5% |
| 10Y | +38.8% | -39.6% | +78.4% | +55.1% |
| All | +38.8% | -40.9% | +79.7% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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