-24.8%
TYL vs WCC
+216.1%
-240.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.9% | -7.9% | -4.7% |
| 7D | -3.7% | +4.5% | -8.2% | -4.4% |
| 30D | +18.7% | -5.8% | +24.5% | +19.7% |
| 3M | +18.1% | -3.7% | +21.8% | +17.9% |
| 6M | -1.1% | +23.1% | -24.2% | -7.6% |
| YTD | -19.8% | +44.2% | -64.0% | -28.3% |
| 1Y | -34.3% | +62.1% | -96.4% | -43.4% |
| 3Y | -8.2% | +121.1% | -129.3% | -32.7% |
| All | -24.8% | +216.1% | -240.8% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling