+168.8%
TYL vs WSM
+1,313.8%
-1,145.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.1% |
| 7D | +3.5% | +0.9% | +2.7% | +3.3% |
| 30D | +26.9% | +8.6% | +18.3% | +24.9% |
| 3M | +33.8% | +4.2% | +29.6% | +32.6% |
| 6M | +28.8% | +44.6% | -15.8% | +19.6% |
| YTD | -7.9% | +48.5% | -56.4% | -15.2% |
| 1Y | -9.8% | +34.7% | -44.4% | -15.5% |
| 3Y | +1.2% | +271.0% | -269.9% | -26.9% |
| 5Y | -22.8% | +180.9% | -203.8% | -43.2% |
| 10Y | +168.8% | +1,235.4% | -1,066.6% | +50.1% |
| All | +168.8% | +1,313.8% | -1,145.0% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling