+1.7%
TYL vs WCN
+52.1%
-50.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.0% |
| 7D | -1.6% | +1.2% | -2.8% | -2.3% |
| 30D | +22.1% | +26.4% | -4.3% | +6.2% |
| 3M | +33.4% | +17.5% | +15.8% | +21.2% |
| 6M | +36.8% | +28.7% | +8.1% | +18.2% |
| YTD | -6.7% | +11.5% | -18.2% | -12.5% |
| 1Y | -9.2% | +15.9% | -25.1% | -16.3% |
| All | +1.7% | +52.1% | -50.3% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling