+164.0%
PAYX vs CDW
+300.6%
-136.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -2.9% |
| 7D | -4.9% | +0.9% | -5.8% | -5.4% |
| 30D | -3.8% | +13.1% | -16.9% | -9.3% |
| 3M | +17.9% | +19.7% | -1.8% | +7.5% |
| 6M | +26.1% | +30.7% | -4.6% | +7.9% |
| YTD | +6.7% | +14.7% | -8.0% | -3.3% |
| 1Y | -10.7% | -5.3% | -5.4% | -12.0% |
| 3Y | +7.0% | -23.8% | +30.8% | +12.6% |
| 5Y | +22.6% | -16.8% | +39.4% | +20.3% |
| All | +164.0% | +300.6% | -136.6% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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