+3,633.6%
TYL vs WCN
+6,839.3%
-3,205.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.7% |
| 7D | -3.7% | -0.6% | -3.0% | -3.5% |
| 30D | +18.7% | +0.4% | +18.3% | +18.6% |
| 3M | +18.1% | +7.3% | +10.8% | +15.7% |
| 6M | -1.1% | -2.5% | +1.4% | -0.5% |
| YTD | -19.8% | -5.4% | -14.4% | -18.2% |
| 1Y | -34.3% | -8.5% | -25.9% | -32.3% |
| 3Y | -8.2% | +20.8% | -29.0% | -13.5% |
| 5Y | -25.4% | +30.0% | -55.4% | -31.1% |
| 10Y | +115.6% | +238.4% | -122.8% | +52.6% |
| All | +3,633.6% | +6,839.3% | -3,205.7% | +1,406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling