+168.9%
TYL vs WCC
+457.1%
-288.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.4% | -2.6% |
| 7D | +6.7% | -14.7% | +21.4% | +8.8% |
| 30D | +26.5% | -20.1% | +46.6% | +30.0% |
| 3M | +37.3% | -21.2% | +58.4% | +40.8% |
| 6M | +31.2% | -19.2% | +50.3% | +32.8% |
| YTD | -7.4% | +20.2% | -27.6% | -13.9% |
| 1Y | -9.6% | +14.5% | -24.0% | -15.2% |
| 3Y | +1.9% | +115.1% | -113.2% | -19.7% |
| 5Y | -21.1% | +121.5% | -142.6% | -39.8% |
| All | +168.9% | +457.1% | -288.2% | +96.1% |
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