+35,064.1%
PAYX vs BBWI
+930.0%
+34,134.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -0.6% |
| 7D | -7.5% | -4.4% | -3.0% | -6.6% |
| 30D | -5.3% | -7.4% | +2.1% | -4.1% |
| 3M | +15.6% | -2.2% | +17.8% | +15.2% |
| 6M | +19.5% | -16.3% | +35.8% | +21.5% |
| YTD | +5.8% | -9.1% | +14.9% | +5.2% |
| 1Y | -10.9% | -34.5% | +23.7% | -6.3% |
| 3Y | +5.4% | -47.0% | +52.4% | +10.3% |
| 5Y | +20.4% | -68.8% | +89.2% | +35.6% |
| 10Y | +164.1% | -57.4% | +221.4% | +134.7% |
| All | +35,064.1% | +930.0% | +34,134.2% | +12,714.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling