+295.4%
WMB vs PAYC
+352.8%
-57.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -1.7% | -10.2% | +8.5% | +0.1% |
| 30D | +0.7% | +2.0% | -1.3% | +0.2% |
| 3M | +1.5% | +58.3% | -56.8% | -7.7% |
| 6M | +0.1% | +64.5% | -64.4% | -10.2% |
| YTD | +22.9% | +36.5% | -13.6% | +13.9% |
| 1Y | +27.9% | -1.3% | +29.1% | +26.1% |
| 3Y | +139.1% | -22.1% | +161.3% | +137.2% |
| 5Y | +270.9% | -53.3% | +324.3% | +300.2% |
| All | +295.4% | +352.8% | -57.5% | +156.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling