+4.3%
TYL vs WWD
+137.0%
-132.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +1.9% |
| 7D | +15.1% | -2.6% | +17.7% | +15.1% |
| 30D | +30.1% | -7.7% | +37.8% | +30.3% |
| 3M | +40.4% | -17.7% | +58.1% | +41.6% |
| 6M | +31.3% | -15.9% | +47.2% | +31.7% |
| YTD | -5.2% | +1.8% | -7.0% | -8.8% |
| 1Y | -6.6% | +17.4% | -24.0% | -13.1% |
| All | +4.3% | +137.0% | -132.7% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling