+1,505.2%
PAYX vs WCN
+6,623.4%
-5,118.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -4.9% | -3.1% | -1.7% | -3.9% |
| 30D | -3.8% | -3.4% | -0.4% | -2.7% |
| 3M | +17.9% | +3.0% | +14.9% | +16.8% |
| 6M | +26.1% | -3.8% | +29.8% | +27.3% |
| YTD | +6.7% | -8.3% | +15.1% | +9.3% |
| 1Y | -10.7% | -9.7% | -1.0% | -8.2% |
| 3Y | +7.0% | +17.2% | -10.2% | +1.2% |
| 5Y | +22.6% | +25.3% | -2.7% | +13.6% |
| 10Y | +166.5% | +235.4% | -68.8% | +91.4% |
| All | +1,505.2% | +6,623.4% | -5,118.2% | +511.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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