+572.8%
PAYX vs SW
+722.5%
-149.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.0% |
| 7D | +4.4% | +2.3% | +2.1% | +4.3% |
| 30D | +16.4% | +6.8% | +9.7% | +16.1% |
| 3M | -1.6% | -5.2% | +3.6% | -1.4% |
| 6M | +32.4% | +7.4% | +25.0% | +31.9% |
| YTD | +9.0% | +17.4% | -8.4% | +8.0% |
| 1Y | +9.4% | +27.1% | -17.7% | +8.1% |
| 3Y | +17.5% | +47.9% | -30.4% | +15.1% |
| 5Y | +10.2% | -2.6% | +12.8% | +8.4% |
| 10Y | +198.3% | +182.7% | +15.6% | +185.4% |
| All | +572.8% | +722.5% | -149.8% | +539.4% |
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