+183.3%
TYL vs WST
+452.9%
-269.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.5% | +1.1% | -0.5% | +0.2% |
| 30D | +25.2% | +12.4% | +12.8% | +21.0% |
| 3M | +31.8% | +17.6% | +14.2% | +25.6% |
| 6M | +36.3% | +28.3% | +8.0% | +26.3% |
| YTD | -6.3% | +50.5% | -56.8% | -17.7% |
| 1Y | -9.5% | +49.4% | -58.8% | -20.4% |
| 3Y | +1.6% | +21.9% | -20.3% | -14.4% |
| 5Y | -21.8% | +0.4% | -22.1% | -29.7% |
| 10Y | +183.3% | +451.5% | -268.2% | +15.3% |
| All | +183.3% | +452.9% | -269.6% | +15.3% |
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