+180.8%
TYL vs WST
+446.4%
-265.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +4.3% | +1.4% | +2.9% | +3.8% |
| 30D | +28.0% | +12.7% | +15.2% | +23.6% |
| 3M | +32.3% | +17.2% | +15.2% | +26.3% |
| 6M | +29.9% | +26.7% | +3.2% | +20.8% |
| YTD | -7.1% | +50.3% | -57.4% | -18.4% |
| 1Y | -9.2% | +50.2% | -59.4% | -20.3% |
| 3Y | +0.7% | +21.7% | -21.0% | -15.2% |
| 5Y | -21.1% | +2.0% | -23.1% | -29.6% |
| 10Y | +180.8% | +451.1% | -270.3% | +14.3% |
| All | +180.8% | +446.4% | -265.6% | +14.3% |
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