+283.6%
WAB vs TYL
+115.8%
+167.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.8% |
| 7D | -3.2% | -3.7% | +0.5% | -2.3% |
| 30D | -4.4% | +18.7% | -23.2% | -9.0% |
| 3M | +7.9% | +18.1% | -10.3% | +2.0% |
| 6M | +8.7% | -1.1% | +9.8% | +7.6% |
| YTD | +33.0% | -19.8% | +52.8% | +39.5% |
| 1Y | +46.7% | -34.3% | +81.0% | +64.5% |
| 3Y | +153.0% | -8.2% | +161.2% | +148.9% |
| 5Y | +222.3% | -25.4% | +247.7% | +230.1% |
| All | +283.6% | +115.8% | +167.8% | +176.3% |
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