+51.4%
PYPL vs WY
+12.9%
+38.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.4% |
| 7D | +2.7% | -1.7% | +4.4% | +3.5% |
| 30D | -4.9% | -10.1% | +5.2% | 0.0% |
| 3M | +28.9% | -5.1% | +34.0% | +31.6% |
| 6M | +18.2% | -4.8% | +23.0% | +19.9% |
| YTD | -5.0% | -0.2% | -4.8% | -6.9% |
| 1Y | -18.8% | -6.6% | -12.2% | -18.0% |
| 3Y | -12.6% | -22.7% | +10.2% | -4.0% |
| 5Y | -80.8% | -22.2% | -58.6% | -79.0% |
| 10Y | +49.9% | +7.3% | +42.6% | +28.3% |
| All | +51.4% | +12.9% | +38.4% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling