+0.7%
TYL vs WCC
+135.5%
-134.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +4.3% | -9.9% | +14.2% | +4.2% |
| 30D | +28.0% | -13.4% | +41.3% | +27.8% |
| 3M | +32.3% | -13.5% | +45.8% | +32.2% |
| 6M | +29.9% | -10.6% | +40.5% | +29.7% |
| YTD | -7.1% | +30.1% | -37.2% | -11.1% |
| 1Y | -9.2% | +22.3% | -31.5% | -12.6% |
| 3Y | +0.7% | +130.3% | -129.6% | -15.3% |
| All | +0.7% | +135.5% | -134.8% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling