+592.4%
PAYX vs SW
+755.0%
-162.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.7% |
| 7D | -4.2% | -5.1% | +0.9% | -4.0% |
| 30D | +2.9% | -4.6% | +7.5% | +3.1% |
| 3M | +23.6% | +9.4% | +14.2% | +23.1% |
| 6M | +30.0% | +3.5% | +26.5% | +29.6% |
| YTD | +12.2% | +22.0% | -9.8% | +11.0% |
| 1Y | -7.5% | +2.2% | -9.7% | -7.9% |
| 3Y | +10.1% | +19.6% | -9.5% | +8.6% |
| 5Y | +25.1% | -2.3% | +27.5% | +23.0% |
| 10Y | +171.7% | +181.4% | -9.6% | +159.7% |
| All | +592.4% | +755.0% | -162.6% | +557.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling