-9.9%
TYL vs WSM
+44.0%
-53.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.5% | -1.8% | +3.6% |
| 7D | +17.3% | +8.0% | +9.3% | +15.7% |
| 30D | +28.9% | +13.5% | +15.4% | +26.4% |
| 3M | +35.1% | +8.8% | +26.2% | +32.9% |
| 6M | +29.3% | +54.7% | -25.4% | +23.9% |
| YTD | -6.8% | +53.3% | -60.1% | -8.5% |
| 1Y | -9.9% | +41.1% | -51.0% | -10.3% |
| All | -9.9% | +44.0% | -53.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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