+1,343.1%
PAYC vs WSM
+868.8%
+474.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.7% | +2.6% | -11.4% | -9.5% |
| 30D | +1.2% | -9.3% | +10.5% | +4.2% |
| 3M | +58.6% | +7.1% | +51.5% | +54.4% |
| 6M | +56.6% | +21.7% | +34.9% | +45.1% |
| YTD | +36.2% | +28.7% | +7.5% | +23.1% |
| 1Y | -2.2% | +13.9% | -16.0% | -8.2% |
| 3Y | -22.3% | +232.2% | -254.5% | -53.8% |
| 5Y | -53.9% | +176.4% | -230.3% | -71.8% |
| 10Y | +347.5% | +1,072.4% | -724.9% | +45.7% |
| All | +1,343.1% | +868.8% | +474.3% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling