-19.3%
TYL vs WST
-7.2%
-12.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.5% |
| 7D | +15.1% | -5.8% | +20.9% | +16.5% |
| 30D | +30.1% | +5.3% | +24.7% | +28.6% |
| 3M | +40.4% | +11.8% | +28.6% | +37.0% |
| 6M | +31.3% | +26.7% | +4.6% | +24.5% |
| YTD | -5.2% | +43.0% | -48.2% | -12.9% |
| 1Y | -6.6% | +38.9% | -45.5% | -13.8% |
| 3Y | +3.4% | +18.2% | -14.8% | -9.9% |
| 5Y | -19.3% | -1.5% | -17.8% | -21.7% |
| All | -19.3% | -7.2% | -12.0% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling