+17,600.4%
WDC vs PAYX
+35,195.9%
-17,595.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | +4.4% | -7.9% | +12.3% | +7.4% |
| 30D | +5.3% | -5.0% | +10.3% | +6.8% |
| 3M | -5.9% | +15.1% | -21.0% | -12.9% |
| 6M | +73.2% | +23.9% | +49.3% | +54.3% |
| YTD | +167.8% | +6.2% | +161.7% | +150.3% |
| 1Y | +386.0% | -9.6% | +395.6% | +379.1% |
| 3Y | +1,309.7% | +5.8% | +1,303.9% | +1,183.7% |
| 5Y | +957.1% | +22.0% | +935.1% | +813.2% |
| 10Y | +1,246.7% | +165.1% | +1,081.6% | +790.5% |
| All | +17,600.4% | +35,195.9% | -17,595.5% | +4,504.2% |
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