+1,367.0%
PAYC vs NWSA
+103.2%
+1,263.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.3% |
| 7D | -7.9% | -2.6% | -5.3% | -6.4% |
| 30D | +2.1% | +4.6% | -2.4% | -0.4% |
| 3M | +61.8% | +10.2% | +51.6% | +53.7% |
| 6M | +59.9% | +21.6% | +38.3% | +43.5% |
| YTD | +38.5% | +14.6% | +23.9% | +28.0% |
| 1Y | -1.4% | +0.4% | -1.7% | -2.0% |
| 3Y | -21.0% | +45.0% | -66.0% | -37.2% |
| 5Y | -52.9% | +41.3% | -94.2% | -62.6% |
| 10Y | +332.8% | +142.8% | +190.0% | +124.9% |
| All | +1,367.0% | +103.2% | +1,263.8% | +697.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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