+51.4%
PYPL vs WWD
+583.1%
-531.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | +2.7% | +1.3% | +1.4% | +2.3% |
| 30D | -4.9% | -7.2% | +2.3% | -2.9% |
| 3M | +28.9% | -3.8% | +32.7% | +29.4% |
| 6M | +18.2% | -9.9% | +28.1% | +20.3% |
| YTD | -5.0% | +14.8% | -19.8% | -12.1% |
| 1Y | -18.8% | +42.1% | -60.9% | -30.6% |
| 3Y | -12.6% | +170.8% | -183.4% | -41.4% |
| 5Y | -80.8% | +197.5% | -278.3% | -87.8% |
| 10Y | +49.9% | +477.8% | -427.9% | -30.8% |
| All | +51.4% | +583.1% | -531.8% | -35.8% |
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