+1,221.5%
WDC vs TYL
+115.8%
+1,105.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.0% | +9.9% | +7.0% |
| 7D | +1.7% | -3.7% | +5.4% | +2.7% |
| 30D | -10.0% | +18.7% | -28.7% | -14.9% |
| 3M | -18.8% | +18.1% | -36.9% | -25.0% |
| 6M | +79.0% | -1.1% | +80.2% | +74.3% |
| YTD | +171.6% | -19.8% | +191.4% | +184.3% |
| 1Y | +417.4% | -34.3% | +451.7% | +491.0% |
| 3Y | +1,251.8% | -8.2% | +1,260.0% | +1,139.7% |
| 5Y | +911.7% | -25.4% | +937.1% | +902.7% |
| All | +1,221.5% | +115.8% | +1,105.8% | +592.4% |
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