+162.6%
PAYX vs IWD
+201.1%
-38.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | -7.9% | -2.3% | -5.6% | -5.6% |
| 30D | -5.0% | -1.8% | -3.3% | -3.2% |
| 3M | +15.1% | +8.0% | +7.1% | +6.4% |
| 6M | +23.9% | +17.0% | +6.9% | +4.9% |
| YTD | +6.2% | +21.3% | -15.1% | -13.6% |
| 1Y | -9.6% | +27.9% | -37.6% | -30.5% |
| 3Y | +5.8% | +70.1% | -64.2% | -40.1% |
| 5Y | +22.0% | +74.2% | -52.2% | -32.3% |
| All | +162.6% | +201.1% | -38.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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