+10,085.8%
PAYX vs BWA
+3,371.1%
+6,714.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | -5.3% | -5.6% | +0.2% | -4.1% |
| 3M | +15.6% | -10.7% | +26.3% | +18.2% |
| 6M | +19.5% | +23.2% | -3.7% | +10.5% |
| YTD | +5.8% | +46.0% | -40.2% | -8.2% |
| 1Y | -10.9% | +51.2% | -62.0% | -23.6% |
| 3Y | +5.4% | +69.6% | -64.1% | -15.1% |
| 5Y | +20.4% | +86.6% | -66.2% | -7.7% |
| 10Y | +164.1% | +152.3% | +11.8% | +73.5% |
| All | +10,085.8% | +3,371.1% | +6,714.8% | +2,720.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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