+9,012.8%
WMT vs PAYX
+35,385.9%
-26,373.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | 0.0% | -4.9% | +4.9% | +1.1% |
| 30D | -7.4% | -3.8% | -3.6% | -6.7% |
| 3M | -10.9% | +17.9% | -28.7% | -14.2% |
| 6M | -12.7% | +26.1% | -38.8% | -17.4% |
| YTD | -3.2% | +6.7% | -10.0% | -5.4% |
| 1Y | +5.3% | -10.7% | +16.0% | +6.9% |
| 3Y | +101.9% | +7.0% | +94.9% | +95.6% |
| 5Y | +134.6% | +22.6% | +111.9% | +118.6% |
| 10Y | +440.4% | +166.5% | +273.9% | +316.5% |
| All | +9,012.8% | +35,385.9% | -26,373.1% | +2,981.8% |
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