+553.9%
IWF vs PAYC
+1,229.9%
-676.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.8% |
| 7D | +0.5% | -2.9% | +3.4% | +1.2% |
| 30D | -0.4% | +32.8% | -33.1% | -7.3% |
| 3M | -2.6% | +69.3% | -71.9% | -15.0% |
| 6M | +9.1% | +74.0% | -64.8% | -6.0% |
| YTD | +4.5% | +46.4% | -41.9% | -6.6% |
| 1Y | +10.1% | +4.2% | +5.9% | +6.5% |
| 3Y | +77.6% | -19.7% | +97.4% | +74.5% |
| 5Y | +73.7% | -52.0% | +125.8% | +88.2% |
| 10Y | +411.5% | +356.9% | +54.6% | +264.2% |
| All | +553.9% | +1,229.9% | -676.0% | +325.3% |
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