+642.9%
WDC vs TYL
+183.6%
+459.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | +12.1% | +0.8% | +11.2% | +11.8% |
| 30D | -18.8% | +21.1% | -39.9% | -23.5% |
| 3M | -39.3% | +28.9% | -68.2% | -44.3% |
| 6M | -40.1% | +42.0% | -82.1% | -48.4% |
| YTD | +71.8% | -6.6% | +78.4% | +71.0% |
| 1Y | +88.5% | -9.1% | +97.5% | +89.7% |
| 3Y | +770.0% | +1.8% | +768.1% | +683.3% |
| 5Y | +549.0% | -22.9% | +572.0% | +564.1% |
| All | +642.9% | +183.6% | +459.3% | +248.4% |
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