+84.7%
WDC vs TYL
-8.6%
+93.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +9.0% |
| 7D | -3.2% | +0.5% | -3.8% | -2.6% |
| 30D | -19.0% | +25.2% | -44.2% | -3.8% |
| 3M | -28.4% | +31.8% | -60.2% | -11.0% |
| 6M | -39.2% | +36.3% | -75.5% | -18.1% |
| YTD | +82.1% | -6.3% | +88.3% | +115.3% |
| 1Y | +84.7% | -9.5% | +94.1% | +115.9% |
| All | +84.7% | -8.6% | +93.3% | +115.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling