+60.6%
PYPL vs WWD
+554.9%
-494.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | -1.1% | +8.2% | -9.3% | -3.4% |
| 30D | +3.8% | -0.2% | +4.0% | +3.6% |
| 3M | -1.3% | -8.4% | +7.1% | +0.9% |
| 6M | +29.0% | -9.5% | +38.6% | +31.4% |
| YTD | +0.7% | +10.1% | -9.3% | -5.9% |
| 1Y | -12.3% | +21.6% | -33.8% | -21.1% |
| 3Y | +7.6% | +149.6% | -141.9% | -26.2% |
| 5Y | -71.7% | +191.3% | -263.0% | -81.9% |
| 10Y | +47.1% | +455.2% | -408.1% | -31.6% |
| All | +60.6% | +554.9% | -494.3% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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