+187.8%
TYL vs WCC
+431.3%
-243.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +0.8% | +9.9% | -9.1% | -0.6% |
| 30D | +21.1% | -8.4% | +29.6% | +22.0% |
| 3M | +28.9% | -10.3% | +39.3% | +29.7% |
| 6M | +42.0% | -10.5% | +52.5% | +41.6% |
| YTD | -6.6% | +32.2% | -38.8% | -14.5% |
| 1Y | -9.1% | +25.5% | -34.6% | -16.0% |
| 3Y | +1.8% | +134.7% | -132.8% | -21.0% |
| 5Y | -22.9% | +139.9% | -162.8% | -42.1% |
| All | +187.8% | +431.3% | -243.5% | +93.4% |
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