-28.3%
WBD vs PAYC
+1,158.0%
-1,186.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.7% |
| 7D | -0.7% | -7.9% | +7.2% | +1.0% |
| 30D | +5.0% | +2.1% | +2.9% | +4.4% |
| 3M | +6.2% | +61.8% | -55.5% | -5.7% |
| 6M | +0.6% | +59.9% | -59.3% | -11.0% |
| YTD | -2.4% | +38.5% | -40.9% | -11.2% |
| 1Y | +127.7% | -1.4% | +129.1% | +123.6% |
| 3Y | +148.4% | -21.0% | +169.4% | +147.5% |
| 5Y | +4.2% | -52.9% | +57.1% | +11.4% |
| 10Y | +10.8% | +332.8% | -322.0% | -13.7% |
| All | -28.3% | +1,158.0% | -1,186.4% | -48.3% |
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