+628.7%
PAYX vs IWD
+719.8%
-91.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.2% |
| 7D | -6.9% | -0.2% | -6.8% | -6.8% |
| 30D | -2.6% | -0.8% | -1.8% | -1.8% |
| 3M | +19.4% | +8.0% | +11.4% | +11.3% |
| 6M | +18.7% | +18.2% | +0.5% | +1.5% |
| YTD | +7.8% | +22.3% | -14.5% | -10.8% |
| 1Y | -9.9% | +28.9% | -38.7% | -28.9% |
| 3Y | +7.4% | +71.5% | -64.1% | -34.9% |
| 5Y | +21.8% | +73.6% | -51.8% | -26.3% |
| 10Y | +161.3% | +194.7% | -33.4% | +0.4% |
| All | +628.7% | +719.8% | -91.1% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling