+19,418.0%
SHW vs PAYX
+35,195.9%
-15,777.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -4.5% | -7.9% | +3.5% | -2.5% |
| 30D | -12.7% | -5.0% | -7.6% | -11.6% |
| 3M | +4.7% | +15.1% | -10.4% | +0.9% |
| 6M | -3.4% | +23.9% | -27.4% | -9.0% |
| YTD | -1.3% | +6.2% | -7.5% | -3.7% |
| 1Y | -10.4% | -9.6% | -0.7% | -8.9% |
| 3Y | +20.1% | +5.8% | +14.3% | +16.8% |
| 5Y | +10.5% | +22.0% | -11.5% | +3.7% |
| 10Y | +280.3% | +165.1% | +115.2% | +199.2% |
| All | +19,418.0% | +35,195.9% | -15,777.9% | +7,572.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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