+22.5%
PAYC vs TW
+206.7%
-184.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | -5.5% | -4.5% | -1.0% | -3.3% |
| 30D | +3.8% | -2.3% | +6.0% | +5.0% |
| 3M | +65.8% | +2.6% | +63.2% | +63.2% |
| 6M | +68.7% | -17.5% | +86.2% | +84.4% |
| YTD | +38.3% | -5.3% | +43.7% | +40.3% |
| 1Y | -2.4% | -14.8% | +12.4% | +4.1% |
| 3Y | -21.5% | +18.8% | -40.4% | -33.8% |
| 5Y | -52.7% | +20.7% | -73.4% | -61.1% |
| All | +22.5% | +206.7% | -184.3% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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