+306.9%
PAYX vs FWONK
+276.9%
+30.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.8% | -7.7% | +3.9% | -1.7% |
| 3M | +17.9% | +5.7% | +12.1% | +16.1% |
| 6M | +26.1% | +13.5% | +12.6% | +21.6% |
| YTD | +6.7% | -3.0% | +9.7% | +7.0% |
| 1Y | -10.7% | -6.4% | -4.3% | -9.8% |
| 3Y | +7.0% | +43.8% | -36.9% | -5.5% |
| 5Y | +22.6% | +98.6% | -76.0% | -2.0% |
| 10Y | +166.5% | +340.0% | -173.5% | +73.0% |
| All | +306.9% | +276.9% | +30.0% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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