-21.8%
TYL vs WCC
+153.2%
-175.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.5% |
| 7D | +0.5% | +3.3% | -2.8% | -0.1% |
| 30D | +25.2% | -9.4% | +34.6% | +26.3% |
| 3M | +31.8% | -10.5% | +42.3% | +32.6% |
| 6M | +36.3% | -10.4% | +46.7% | +36.0% |
| YTD | -6.3% | +34.4% | -40.7% | -16.1% |
| 1Y | -9.5% | +27.7% | -37.1% | -18.0% |
| 3Y | +1.6% | +137.9% | -136.3% | -29.2% |
| 5Y | -21.8% | +147.0% | -168.8% | -50.3% |
| All | -21.8% | +153.2% | -175.0% | -50.3% |
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 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