+443.3%
WMT vs PYPL
+46.2%
+397.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.8% |
| 7D | +3.9% | +2.7% | +1.3% | +3.6% |
| 30D | -4.4% | -4.9% | +0.5% | -4.0% |
| 3M | -8.8% | +28.9% | -37.7% | -12.1% |
| 6M | -15.6% | +18.2% | -33.9% | -18.0% |
| YTD | -3.2% | -5.0% | +1.8% | -3.6% |
| 1Y | +7.0% | -18.8% | +25.9% | +8.7% |
| 3Y | +105.3% | -12.6% | +117.9% | +102.7% |
| 5Y | +129.3% | -80.8% | +210.0% | +180.4% |
| 10Y | +423.9% | +49.9% | +374.0% | +331.8% |
| All | +443.3% | +46.2% | +397.0% | +342.9% |
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 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