+168.8%
TYL vs WWD
+494.7%
-325.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.4% |
| 7D | +3.5% | +4.2% | -0.6% | +2.6% |
| 30D | +26.9% | -0.8% | +27.7% | +26.7% |
| 3M | +33.8% | -8.2% | +42.0% | +35.3% |
| 6M | +28.8% | -9.8% | +38.7% | +29.9% |
| YTD | -7.9% | +10.4% | -18.3% | -12.2% |
| 1Y | -9.8% | +25.5% | -35.2% | -16.6% |
| 3Y | +1.2% | +155.8% | -154.6% | -22.0% |
| 5Y | -22.8% | +187.3% | -210.1% | -42.9% |
| 10Y | +168.8% | +462.7% | -293.9% | +75.9% |
| All | +168.8% | +494.7% | -325.9% | +75.9% |
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