+164.0%
PAYX vs WST
+344.2%
-180.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -4.9% | +1.8% | -6.7% | -5.3% |
| 30D | -3.8% | -1.7% | -2.1% | -3.4% |
| 3M | +17.9% | +4.9% | +13.0% | +16.3% |
| 6M | +26.1% | +45.5% | -19.5% | +14.1% |
| YTD | +6.7% | +26.1% | -19.4% | -0.2% |
| 1Y | -10.7% | +31.7% | -42.4% | -17.9% |
| 3Y | +7.0% | -12.1% | +19.0% | +3.3% |
| 5Y | +22.6% | -23.6% | +46.2% | +21.7% |
| All | +164.0% | +344.2% | -180.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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