+104.9%
TYL vs WCN
+239.1%
-134.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.4% | -3.8% |
| 7D | -7.6% | -0.4% | -7.2% | -7.3% |
| 30D | +11.3% | -2.1% | +13.4% | +12.8% |
| 3M | +14.5% | +6.4% | +8.1% | +10.5% |
| 6M | -7.1% | -3.7% | -3.5% | -5.4% |
| YTD | -23.4% | -6.4% | -17.0% | -20.2% |
| 1Y | -38.6% | -7.9% | -30.6% | -35.4% |
| 3Y | -11.3% | +20.8% | -32.1% | -21.7% |
| 5Y | -28.0% | +29.0% | -56.9% | -39.3% |
| 10Y | +104.9% | +236.4% | -131.5% | +9.9% |
| All | +104.9% | +239.1% | -134.3% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling