+46.7%
WAB vs TYL
-34.2%
+80.8%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +0.3% |
| 7D | -3.2% | -3.7% | +0.5% | -3.6% |
| 30D | -4.4% | +18.7% | -23.2% | -2.7% |
| 3M | +7.9% | +18.1% | -10.3% | +10.4% |
| 6M | +8.7% | -1.1% | +9.8% | +11.2% |
| YTD | +33.0% | -19.8% | +52.8% | +39.7% |
| 1Y | +46.7% | -34.3% | +81.0% | +61.5% |
| All | +46.7% | -34.2% | +80.8% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling