+285.3%
WAB vs TYL
+174.6%
+110.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | +4.0% | +3.5% | +0.4% | +3.0% |
| 30D | +4.5% | +26.9% | -22.4% | -2.1% |
| 3M | +2.3% | +33.8% | -31.5% | -6.0% |
| 6M | +12.5% | +28.8% | -16.4% | +3.3% |
| YTD | +40.2% | -7.9% | +48.1% | +41.2% |
| 1Y | +45.2% | -9.8% | +55.0% | +47.2% |
| 3Y | +171.8% | +1.2% | +170.6% | +160.8% |
| 5Y | +217.6% | -22.8% | +240.4% | +223.9% |
| 10Y | +285.3% | +168.8% | +116.5% | +155.4% |
| All | +285.3% | +174.6% | +110.8% | +155.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling