+476.5%
PAYX vs GWRE
+741.3%
-264.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -4.9% | -13.2% | +8.4% | -1.7% |
| 30D | -3.8% | -18.6% | +14.8% | +0.2% |
| 3M | +17.9% | +18.9% | -1.0% | +12.3% |
| 6M | +26.1% | -11.0% | +37.0% | +26.9% |
| YTD | +6.7% | -29.9% | +36.6% | +12.7% |
| 1Y | -10.7% | -44.3% | +33.6% | -1.1% |
| 3Y | +7.0% | +51.7% | -44.7% | -8.5% |
| 5Y | +22.6% | +15.4% | +7.2% | +8.8% |
| 10Y | +166.5% | +129.4% | +37.1% | +104.2% |
| All | +476.5% | +741.3% | -264.8% | +308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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