+168.8%
TYL vs WCC
+492.1%
-323.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.1% | -8.7% | -1.7% |
| 7D | +3.5% | -5.7% | +9.2% | +4.0% |
| 30D | +26.9% | -13.5% | +40.4% | +28.8% |
| 3M | +33.8% | -12.9% | +46.7% | +35.2% |
| 6M | +28.8% | -10.7% | +39.5% | +28.4% |
| YTD | -7.9% | +30.0% | -37.9% | -15.4% |
| 1Y | -9.8% | +24.7% | -34.5% | -16.5% |
| 3Y | +1.2% | +136.6% | -135.4% | -21.5% |
| 5Y | -22.8% | +143.9% | -166.7% | -42.0% |
| 10Y | +168.8% | +465.9% | -297.1% | +94.9% |
| All | +168.8% | +492.1% | -323.2% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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