+333.6%
WST vs PAYC
+352.8%
-19.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +0.4% | -10.2% | +10.6% | +2.8% |
| 30D | -2.0% | +2.0% | -4.0% | -2.6% |
| 3M | +4.1% | +58.3% | -54.2% | -7.6% |
| 6M | +47.4% | +64.5% | -17.1% | +28.7% |
| YTD | +25.4% | +36.5% | -11.1% | +14.2% |
| 1Y | +35.3% | -1.3% | +36.6% | +32.7% |
| 3Y | -11.7% | -22.1% | +10.4% | -12.8% |
| 5Y | -24.0% | -53.3% | +29.3% | -16.9% |
| All | +333.6% | +352.8% | -19.2% | +198.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling