+131.4%
WMT vs PYPL
-81.3%
+212.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -2.5% | -5.9% | +3.5% | -2.1% |
| 30D | -6.4% | -9.4% | +3.0% | -5.9% |
| 3M | -12.1% | +31.3% | -43.4% | -14.1% |
| 6M | -15.0% | +19.1% | -34.1% | -16.4% |
| YTD | -4.5% | -7.9% | +3.4% | -4.3% |
| 1Y | +6.2% | -17.9% | +24.1% | +7.4% |
| 3Y | +99.9% | -11.6% | +111.5% | +98.7% |
| 5Y | +131.4% | -81.0% | +212.5% | +142.9% |
| All | +131.4% | -81.3% | +212.8% | +142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling