-34.3%
TYL vs WCN
-8.7%
-25.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.1% |
| 7D | -3.7% | -0.6% | -3.0% | -3.2% |
| 30D | +18.7% | +0.4% | +18.3% | +18.4% |
| 3M | +18.1% | +7.3% | +10.8% | +12.1% |
| 6M | -1.1% | -2.5% | +1.4% | +2.3% |
| YTD | -19.8% | -5.4% | -14.4% | -15.3% |
| 1Y | -34.3% | -8.5% | -25.9% | -29.8% |
| All | -34.3% | -8.7% | -25.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling