+188.8%
TYL vs WSM
+1,170.3%
-981.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.5% | -3.0% | +3.5% | +1.1% |
| 30D | +25.2% | +10.1% | +15.1% | +22.8% |
| 3M | +31.8% | +4.9% | +26.9% | +30.4% |
| 6M | +36.3% | +49.8% | -13.5% | +25.6% |
| YTD | -6.3% | +48.7% | -55.0% | -13.8% |
| 1Y | -9.5% | +38.7% | -48.2% | -15.7% |
| 3Y | +1.6% | +269.5% | -267.9% | -26.7% |
| 5Y | -21.8% | +179.0% | -200.8% | -42.5% |
| All | +188.8% | +1,170.3% | -981.5% | +56.6% |
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