+583.2%
WDC vs TYL
-22.1%
+605.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +16.3% | -1.6% | +17.9% | +16.3% |
| 30D | -18.3% | +22.1% | -40.4% | -18.8% |
| 3M | -31.4% | +33.4% | -64.8% | -32.4% |
| 6M | -36.3% | +36.8% | -73.1% | -37.9% |
| YTD | +80.8% | -6.7% | +87.5% | +92.5% |
| 1Y | +87.7% | -9.2% | +96.9% | +101.3% |
| 3Y | +819.4% | +1.2% | +818.3% | +809.1% |
| 5Y | +583.2% | -23.0% | +606.2% | +580.0% |
| All | +583.2% | -22.1% | +605.3% | +580.0% |
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 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