+9.0%
PAYX vs SW
-2.3%
+11.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -1.2% | -2.9% | +1.8% | -1.0% |
| 30D | +7.8% | +5.0% | +2.8% | +7.5% |
| 3M | -6.8% | -13.7% | +6.8% | -6.0% |
| 6M | +31.3% | +8.0% | +23.3% | +30.4% |
| YTD | +7.7% | +14.0% | -6.2% | +6.2% |
| 1Y | +8.1% | +25.6% | -17.5% | +5.8% |
| 3Y | +12.2% | +40.1% | -27.9% | +9.1% |
| All | +9.0% | -2.3% | +11.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling