+116.6%
TYL vs WST
+321.8%
-205.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -3.7% | +0.7% | -4.4% | -3.9% |
| 30D | +18.7% | -3.1% | +21.9% | +19.7% |
| 3M | +18.1% | +7.2% | +10.9% | +15.5% |
| 6M | -1.1% | +36.8% | -37.9% | -10.5% |
| YTD | -19.8% | +23.8% | -43.7% | -25.4% |
| 1Y | -34.3% | +37.8% | -72.1% | -41.1% |
| 3Y | -8.2% | -15.9% | +7.7% | -11.0% |
| 5Y | -25.4% | -25.8% | +0.4% | -25.9% |
| All | +116.6% | +321.8% | -205.2% | +9.4% |
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