+14,355.3%
TYL vs WSM
+38,956.5%
-24,601.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | +6.7% | +0.5% | +6.1% | +6.5% |
| 30D | +26.5% | +6.0% | +20.6% | +25.3% |
| 3M | +37.3% | +3.2% | +34.1% | +36.5% |
| 6M | +31.2% | +37.1% | -6.0% | +24.1% |
| YTD | -7.4% | +44.2% | -51.5% | -13.4% |
| 1Y | -9.6% | +34.2% | -43.8% | -14.5% |
| 3Y | +1.9% | +249.3% | -247.4% | -20.8% |
| 5Y | -21.1% | +169.3% | -190.4% | -37.1% |
| 10Y | +171.8% | +1,241.2% | -1,069.4% | +57.5% |
| All | +14,355.3% | +38,956.5% | -24,601.1% | +4,674.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling