+514.2%
WDC vs PYPL
+58.3%
+455.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +7.9% |
| 7D | -3.2% | -1.2% | -2.1% | -2.6% |
| 30D | -19.0% | +6.1% | -25.1% | -20.9% |
| 3M | -28.4% | +1.1% | -29.5% | -29.4% |
| 6M | -39.2% | +32.7% | -72.0% | -47.6% |
| YTD | +82.1% | +2.8% | +79.3% | +69.6% |
| 1Y | +84.7% | -10.8% | +95.4% | +83.6% |
| 3Y | +825.6% | +9.8% | +815.8% | +689.6% |
| 5Y | +608.2% | -70.2% | +678.4% | +960.8% |
| 10Y | +695.1% | +50.1% | +645.1% | +305.7% |
| All | +514.2% | +58.3% | +455.9% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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