+164.0%
PAYX vs WAB
+296.8%
-132.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.8% | -4.1% | +0.3% | -2.5% |
| 3M | +17.9% | +8.2% | +9.7% | +14.0% |
| 6M | +26.1% | +15.4% | +10.7% | +18.3% |
| YTD | +6.7% | +33.1% | -26.4% | -5.2% |
| 1Y | -10.7% | +48.1% | -58.8% | -24.0% |
| 3Y | +7.0% | +167.7% | -160.8% | -28.1% |
| 5Y | +22.6% | +225.7% | -203.1% | -23.9% |
| All | +164.0% | +296.8% | -132.8% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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