+6,210.5%
EW vs PAYX
+623.4%
+5,587.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -3.4% | -7.9% | +4.6% | -0.7% |
| 30D | -7.4% | -5.0% | -2.3% | -5.8% |
| 3M | +0.9% | +15.1% | -14.2% | -4.1% |
| 6M | +1.2% | +23.9% | -22.8% | -6.6% |
| YTD | +1.8% | +6.2% | -4.4% | -1.4% |
| 1Y | +10.8% | -9.6% | +20.5% | +13.2% |
| 3Y | +17.1% | +5.8% | +11.3% | +11.7% |
| 5Y | -28.2% | +22.0% | -50.2% | -34.7% |
| 10Y | +127.1% | +165.1% | -37.9% | +62.1% |
| All | +6,210.5% | +623.4% | +5,587.2% | +3,306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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