+183.3%
TYL vs WWD
+468.3%
-285.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +0.5% | +3.7% | -3.2% | -0.2% |
| 30D | +25.2% | +1.8% | +23.4% | +24.4% |
| 3M | +31.8% | -5.0% | +36.7% | +32.4% |
| 6M | +36.3% | -8.4% | +44.7% | +37.0% |
| YTD | -6.3% | +12.3% | -18.5% | -10.9% |
| 1Y | -9.5% | +26.2% | -35.7% | -16.4% |
| 3Y | +1.6% | +154.6% | -153.0% | -21.6% |
| 5Y | -21.8% | +195.3% | -217.0% | -42.4% |
| 10Y | +183.3% | +466.3% | -283.0% | +83.2% |
| All | +183.3% | +468.3% | -285.1% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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