+8,224.7%
PAYX vs WWD
+14,805.6%
-6,580.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.7% |
| 7D | -7.9% | -2.9% | -5.1% | -7.3% |
| 30D | -5.0% | -6.6% | +1.6% | -3.6% |
| 3M | +15.1% | -9.3% | +24.4% | +17.0% |
| 6M | +23.9% | -13.6% | +37.5% | +26.5% |
| YTD | +6.2% | +10.4% | -4.2% | +1.1% |
| 1Y | -9.6% | +39.9% | -49.5% | -19.5% |
| 3Y | +5.8% | +165.0% | -159.2% | -21.7% |
| 5Y | +22.0% | +183.8% | -161.8% | -12.6% |
| 10Y | +165.1% | +486.6% | -321.5% | +51.9% |
| All | +8,224.7% | +14,805.6% | -6,580.9% | +2,925.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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