+5,449.9%
WMB vs PAYX
+35,064.1%
-29,614.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | 0.0% | -7.5% | +7.4% | +2.2% |
| 30D | +4.6% | -5.3% | +9.9% | +6.1% |
| 3M | +5.7% | +15.6% | -9.9% | +0.7% |
| 6M | +4.2% | +19.5% | -15.3% | -2.3% |
| YTD | +26.8% | +5.8% | +21.1% | +22.9% |
| 1Y | +34.7% | -10.9% | +45.5% | +37.1% |
| 3Y | +146.8% | +5.4% | +141.4% | +136.2% |
| 5Y | +285.0% | +20.4% | +264.6% | +250.3% |
| 10Y | +313.2% | +164.1% | +149.1% | +193.7% |
| All | +5,449.9% | +35,064.1% | -29,614.3% | +2,130.4% |
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