+401.9%
WDC vs TYL
-35.0%
+436.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.0% | +9.9% | +2.8% |
| 7D | +1.7% | -3.7% | +5.4% | -0.9% |
| 30D | -10.0% | +18.7% | -28.7% | +3.3% |
| 3M | -18.8% | +18.1% | -36.9% | -2.7% |
| 6M | +79.0% | -1.1% | +80.2% | +100.6% |
| YTD | +171.6% | -19.8% | +191.4% | +171.4% |
| All | +401.9% | -35.0% | +436.8% | +324.2% |
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