+5,541.9%
PAYX vs WAB
+4,097.6%
+1,444.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | +17.9% | +8.2% | +9.7% | +14.7% |
| 6M | +26.1% | +15.4% | +10.7% | +19.7% |
| YTD | +6.7% | +33.1% | -26.4% | -2.9% |
| 1Y | -10.7% | +48.1% | -58.8% | -21.4% |
| 3Y | +7.0% | +167.7% | -160.8% | -21.2% |
| 5Y | +22.6% | +225.7% | -203.1% | -14.9% |
| 10Y | +166.5% | +293.7% | -127.2% | +65.7% |
| All | +5,541.9% | +4,097.6% | +1,444.4% | +1,604.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling