+4.3%
TYL vs WCC
+106.2%
-101.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.2% | +1.5% |
| 7D | +15.1% | -21.9% | +37.0% | +14.6% |
| 30D | +30.1% | -25.4% | +55.5% | +29.6% |
| 3M | +40.4% | -23.1% | +63.5% | +40.0% |
| 6M | +31.3% | -18.1% | +49.3% | +30.6% |
| YTD | -5.2% | +17.7% | -22.9% | -9.5% |
| 1Y | -6.6% | +12.4% | -19.0% | -10.5% |
| All | +4.3% | +106.2% | -101.9% | -12.2% |
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