+4,327.4%
PAYX vs WAT
+10,789.1%
-6,461.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.2% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.8% | -1.9% | -1.9% | -3.4% |
| 3M | +17.9% | +13.5% | +4.4% | +14.2% |
| 6M | +26.1% | +37.2% | -11.2% | +16.2% |
| YTD | +6.7% | +7.5% | -0.8% | +3.7% |
| 1Y | -10.7% | +35.0% | -45.8% | -18.1% |
| 3Y | +7.0% | +55.1% | -48.1% | -7.4% |
| 5Y | +22.6% | -2.8% | +25.4% | +17.2% |
| 10Y | +166.5% | +170.2% | -3.7% | +100.8% |
| All | +4,327.4% | +10,789.1% | -6,461.7% | +1,537.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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