+22.9%
ITW vs PAYC
+46.2%
-23.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.4% |
| 7D | +6.3% | +2.0% | +4.3% | +6.3% |
| 30D | +11.1% | +18.8% | -7.7% | +11.3% |
| 3M | +0.1% | +53.2% | -53.1% | +0.9% |
| 6M | +18.1% | +103.7% | -85.6% | +20.8% |
| YTD | +21.4% | +69.5% | -48.1% | +26.6% |
| 1Y | +22.9% | +48.8% | -25.9% | +30.1% |
| All | +22.9% | +46.2% | -23.3% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling