+164.1%
PAYX vs SWK
-0.7%
+164.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.1% |
| 7D | -7.5% | -4.6% | -2.9% | -6.0% |
| 30D | -5.3% | -9.9% | +4.6% | -2.1% |
| 3M | +15.6% | +15.4% | +0.2% | +9.2% |
| 6M | +19.5% | +25.0% | -5.5% | +8.7% |
| YTD | +5.8% | +27.2% | -21.5% | -4.8% |
| 1Y | -10.9% | +24.6% | -35.5% | -19.7% |
| 3Y | +5.4% | +13.7% | -8.2% | -7.1% |
| 5Y | +20.4% | -41.5% | +61.9% | +35.7% |
| 10Y | +164.1% | +0.7% | +163.4% | +113.8% |
| All | +164.1% | -0.7% | +164.8% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling