+39.0%
PYPL vs WY
+7.2%
+31.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.8% | +3.4% |
| 7D | -5.9% | -3.7% | -2.3% | -4.3% |
| 30D | -9.4% | -11.3% | +1.9% | -4.2% |
| 3M | +31.3% | -8.1% | +39.5% | +36.0% |
| 6M | +19.1% | -7.4% | +26.5% | +22.3% |
| YTD | -7.9% | -4.7% | -3.2% | -7.7% |
| 1Y | -17.9% | -9.2% | -8.7% | -16.0% |
| 3Y | -11.6% | -24.7% | +13.1% | -1.8% |
| 5Y | -81.0% | -21.6% | -59.5% | -79.3% |
| All | +39.0% | +7.2% | +31.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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