+165.2%
SW vs PAYC
+1,335.2%
-1,170.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.3% | -0.9% |
| 7D | +4.7% | -4.1% | +8.7% | +5.0% |
| 30D | +5.0% | +12.4% | -7.4% | +3.9% |
| 3M | -7.3% | +43.3% | -50.6% | -10.4% |
| 6M | +15.0% | +90.7% | -75.7% | +8.1% |
| YTD | +18.5% | +58.0% | -39.5% | +13.0% |
| 1Y | +27.1% | +37.4% | -10.2% | +22.7% |
| 3Y | +49.3% | +61.1% | -11.8% | +42.5% |
| 5Y | -1.6% | -49.1% | +47.4% | -1.0% |
| 10Y | +185.4% | +497.7% | -312.3% | +163.7% |
| All | +165.2% | +1,335.2% | -1,170.0% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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