+188.3%
ITW vs PAYC
+358.9%
-170.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -0.7% | -5.5% | +4.8% | +0.4% |
| 30D | -8.3% | +3.8% | -12.1% | -9.1% |
| 3M | +6.0% | +65.8% | -59.8% | -5.3% |
| 6M | 0.0% | +68.7% | -68.7% | -11.7% |
| YTD | +10.2% | +38.3% | -28.1% | +1.1% |
| 1Y | +3.2% | -2.4% | +5.6% | +2.0% |
| 3Y | +21.0% | -21.5% | +42.5% | +20.2% |
| 5Y | +37.9% | -52.7% | +90.6% | +48.9% |
| All | +188.3% | +358.9% | -170.6% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling