+280.1%
WDAY vs PAYX
+450.3%
-170.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -10.5% | -7.9% | -2.6% | -4.9% |
| 30D | +2.1% | -5.0% | +7.2% | +6.6% |
| 3M | +34.6% | +15.1% | +19.5% | +23.6% |
| 6M | +29.9% | +23.9% | +6.0% | +14.1% |
| YTD | -13.8% | +6.2% | -20.0% | -15.8% |
| 1Y | -18.3% | -9.6% | -8.6% | -11.3% |
| 3Y | -26.2% | +5.8% | -32.0% | -29.7% |
| 5Y | -30.8% | +22.0% | -52.8% | -39.8% |
| 10Y | +112.2% | +165.1% | -52.9% | +6.7% |
| All | +280.1% | +450.3% | -170.1% | +39.6% |
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