+47.6%
BWA vs PAYC
+1,158.0%
-1,110.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.0% |
| 7D | +4.3% | -7.9% | +12.2% | +5.7% |
| 30D | -2.9% | +2.1% | -5.0% | -3.4% |
| 3M | -12.4% | +61.8% | -74.2% | -20.8% |
| 6M | +28.6% | +59.9% | -31.4% | +15.5% |
| YTD | +48.2% | +38.5% | +9.7% | +36.4% |
| 1Y | +50.9% | -1.4% | +52.3% | +48.6% |
| 3Y | +72.2% | -21.0% | +93.2% | +70.5% |
| 5Y | +91.1% | -52.9% | +144.0% | +104.9% |
| 10Y | +144.0% | +332.8% | -188.8% | +70.5% |
| All | +47.6% | +1,158.0% | -1,110.4% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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