+252.7%
IWD vs PAYC
+1,229.9%
-977.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | 0.0% |
| 7D | -0.3% | -2.9% | +2.6% | +0.2% |
| 30D | +0.6% | +32.8% | -32.2% | -4.7% |
| 3M | +7.2% | +69.3% | -62.1% | -3.0% |
| 6M | +16.2% | +74.0% | -57.8% | +4.0% |
| YTD | +23.3% | +46.4% | -23.1% | +13.6% |
| 1Y | +29.6% | +4.2% | +25.4% | +26.6% |
| 3Y | +70.5% | -19.7% | +90.2% | +68.5% |
| 5Y | +73.5% | -52.0% | +125.5% | +83.2% |
| 10Y | +198.3% | +356.9% | -158.6% | +122.2% |
| All | +252.7% | +1,229.9% | -977.2% | +142.5% |
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