+653.4%
WDC vs TYL
+174.6%
+478.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.4% | +10.0% |
| 7D | -14.4% | +3.5% | -17.9% | -15.4% |
| 30D | -27.1% | +26.9% | -54.0% | -32.2% |
| 3M | -33.3% | +33.8% | -67.1% | -39.5% |
| 6M | -39.6% | +28.8% | -68.4% | -46.1% |
| YTD | +68.4% | -7.9% | +76.3% | +68.2% |
| 1Y | +78.2% | -9.8% | +87.9% | +79.3% |
| 3Y | +772.0% | +1.2% | +770.8% | +684.6% |
| 5Y | +584.9% | -22.8% | +607.7% | +596.3% |
| 10Y | +653.4% | +168.8% | +484.6% | +266.0% |
| All | +653.4% | +174.6% | +478.9% | +266.0% |
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 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