+4,092.2%
WAB vs TYL
+10,300.9%
-6,208.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.3% |
| 7D | -3.2% | -3.7% | +0.5% | -2.7% |
| 30D | -4.4% | +18.7% | -23.2% | -6.8% |
| 3M | +7.9% | +18.1% | -10.3% | +4.9% |
| 6M | +8.7% | -1.1% | +9.8% | +7.9% |
| YTD | +33.0% | -19.8% | +52.8% | +35.3% |
| 1Y | +46.7% | -34.3% | +81.0% | +53.3% |
| 3Y | +153.0% | -8.2% | +161.2% | +151.4% |
| 5Y | +222.3% | -25.4% | +247.7% | +226.9% |
| 10Y | +291.0% | +115.6% | +175.4% | +242.6% |
| All | +4,092.2% | +10,300.9% | -6,208.6% | +2,429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling