+168.9%
TYL vs WST
+441.1%
-272.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.1% | -2.8% |
| 7D | +6.7% | -3.1% | +9.8% | +7.5% |
| 30D | +26.5% | +9.1% | +17.5% | +23.4% |
| 3M | +37.3% | +14.7% | +22.6% | +31.8% |
| 6M | +31.2% | +28.0% | +3.2% | +21.6% |
| YTD | -7.4% | +45.6% | -53.0% | -17.9% |
| 1Y | -9.6% | +45.7% | -55.2% | -19.9% |
| 3Y | +1.9% | +21.1% | -19.2% | -14.6% |
| 5Y | -21.1% | +0.3% | -21.4% | -29.5% |
| All | +168.9% | +441.1% | -272.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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