+35,385.9%
PAYX vs ITW
+9,520.7%
+25,865.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -4.9% | -0.7% | -4.1% | -4.5% |
| 30D | -3.8% | -8.3% | +4.5% | +0.2% |
| 3M | +17.9% | +6.0% | +11.8% | +14.5% |
| 6M | +26.1% | 0.0% | +26.1% | +25.3% |
| YTD | +6.7% | +10.2% | -3.5% | +0.8% |
| 1Y | -10.7% | +3.2% | -14.0% | -13.2% |
| 3Y | +7.0% | +21.0% | -14.0% | -4.0% |
| 5Y | +22.6% | +37.9% | -15.3% | +3.1% |
| 10Y | +166.5% | +193.2% | -26.7% | +58.6% |
| All | +35,385.9% | +9,520.7% | +25,865.2% | +7,699.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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