+586.8%
PAYX vs SW
+730.4%
-143.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | +9.3% | +4.7% | +4.6% | +9.1% |
| 30D | +19.5% | +5.0% | +14.5% | +19.3% |
| 3M | +2.1% | -7.3% | +9.4% | +2.3% |
| 6M | +33.1% | +15.0% | +18.1% | +32.2% |
| YTD | +11.3% | +18.5% | -7.2% | +10.2% |
| 1Y | +8.2% | +27.1% | -18.9% | +6.9% |
| 3Y | +21.0% | +49.3% | -28.3% | +18.6% |
| 5Y | +12.5% | -1.6% | +14.1% | +10.6% |
| 10Y | +204.5% | +185.4% | +19.1% | +191.2% |
| All | +586.8% | +730.4% | -143.6% | +552.5% |
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