+108.8%
WFC vs PYPL
+55.1%
+53.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.5% |
| 7D | +1.7% | -1.1% | +2.9% | +2.0% |
| 30D | +6.8% | +3.8% | +3.1% | +5.8% |
| 3M | -3.0% | -1.3% | -1.7% | -3.2% |
| 6M | +15.4% | +29.0% | -13.6% | +6.6% |
| YTD | -5.9% | +0.7% | -6.7% | -8.3% |
| 1Y | +1.7% | -12.3% | +13.9% | +2.9% |
| 3Y | +124.9% | +7.6% | +117.3% | +109.9% |
| 5Y | +90.5% | -71.7% | +162.2% | +143.3% |
| 10Y | +117.8% | +47.1% | +70.7% | +51.5% |
| All | +108.8% | +55.1% | +53.7% | +37.8% |
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