-53.3%
PAYC vs WSM
+171.2%
-224.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | -10.2% | +0.4% | -10.6% | -10.3% |
| 30D | +2.0% | -10.7% | +12.7% | +5.4% |
| 3M | +58.3% | +8.5% | +49.8% | +53.6% |
| 6M | +64.5% | +19.6% | +44.9% | +53.6% |
| YTD | +36.5% | +26.6% | +9.9% | +24.3% |
| 1Y | -1.3% | +12.0% | -13.2% | -6.6% |
| 3Y | -22.1% | +226.6% | -248.8% | -57.0% |
| 5Y | -53.3% | +174.1% | -227.5% | -74.1% |
| All | -53.3% | +171.2% | -224.5% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling