-21.5%
PAYC vs WSM
+230.1%
-251.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | +3.8% | -7.7% | +11.5% | +5.1% |
| 3M | +65.8% | +3.8% | +62.0% | +64.4% |
| 6M | +68.7% | +22.7% | +46.0% | +61.7% |
| YTD | +38.3% | +28.0% | +10.3% | +31.0% |
| 1Y | -2.4% | +12.7% | -15.1% | -5.3% |
| 3Y | -21.5% | +231.3% | -252.8% | -45.7% |
| All | -21.5% | +230.1% | -251.6% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling