-53.3%
PAYC vs TW
+19.6%
-72.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -10.2% | -2.7% | -7.5% | -9.0% |
| 30D | +2.0% | -1.7% | +3.7% | +2.8% |
| 3M | +58.3% | +1.6% | +56.7% | +56.8% |
| 6M | +64.5% | -17.7% | +82.2% | +79.1% |
| YTD | +36.5% | -4.3% | +40.9% | +37.7% |
| 1Y | -1.3% | -13.1% | +11.8% | +4.1% |
| 3Y | -22.1% | +20.3% | -42.4% | -36.6% |
| 5Y | -53.3% | +22.0% | -75.3% | -60.1% |
| All | -53.3% | +19.6% | -72.9% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling