+34.4%
WAT vs TYL
-20.9%
+55.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +9.0% | +25.2% | -16.2% | +1.7% |
| 3M | +13.5% | +31.8% | -18.3% | +3.8% |
| 6M | +35.3% | +36.3% | -1.0% | +21.5% |
| YTD | +24.0% | -6.3% | +30.2% | +25.3% |
| 1Y | +22.0% | -9.5% | +31.4% | +24.8% |
| 3Y | +84.0% | +1.6% | +82.4% | +75.6% |
| 5Y | +34.4% | -21.8% | +56.1% | +39.0% |
| All | +34.4% | -20.9% | +55.2% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling