+164.0%
PAYX vs BBWI
-55.0%
+219.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.4% |
| 7D | -4.9% | -4.8% | 0.0% | -4.2% |
| 30D | -3.8% | +3.5% | -7.3% | -4.5% |
| 3M | +17.9% | -0.3% | +18.2% | +17.2% |
| 6M | +26.1% | -5.4% | +31.4% | +25.3% |
| YTD | +6.7% | -4.7% | +11.5% | +5.6% |
| 1Y | -10.7% | -30.5% | +19.7% | -8.0% |
| 3Y | +7.0% | -44.3% | +51.3% | +10.1% |
| 5Y | +22.6% | -66.9% | +89.5% | +33.6% |
| All | +164.0% | -55.0% | +219.0% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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