+528.7%
WDC vs TYL
-21.3%
+550.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.4% |
| 7D | -28.0% | +6.7% | -34.6% | -28.1% |
| 30D | -34.9% | +26.5% | -61.5% | -35.6% |
| 3M | -41.6% | +37.3% | -78.9% | -42.6% |
| 6M | -45.4% | +31.2% | -76.5% | -46.5% |
| YTD | +53.3% | -7.4% | +60.6% | +63.1% |
| 1Y | +61.5% | -9.6% | +71.1% | +73.0% |
| 3Y | +712.3% | +1.9% | +710.4% | +696.7% |
| All | +528.7% | -21.3% | +550.0% | +539.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling