+187.8%
TYL vs WWD
+439.4%
-251.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.8% | +4.0% | -3.1% | +0.1% |
| 30D | +21.1% | +0.4% | +20.7% | +20.7% |
| 3M | +28.9% | -7.9% | +36.8% | +30.3% |
| 6M | +42.0% | -10.6% | +52.7% | +43.4% |
| YTD | -6.6% | +9.4% | -16.0% | -10.8% |
| 1Y | -9.1% | +25.7% | -34.8% | -16.0% |
| 3Y | +1.8% | +148.5% | -146.7% | -21.1% |
| 5Y | -22.9% | +189.5% | -212.4% | -43.1% |
| All | +187.8% | +439.4% | -251.5% | +84.3% |
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