+59.2%
WEC vs TYL
+5.0%
+54.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +3.2% | +15.1% | -11.9% | +2.5% |
| 30D | +14.7% | +30.1% | -15.4% | +13.4% |
| 3M | +10.2% | +40.4% | -30.1% | +8.7% |
| 6M | +4.5% | +31.3% | -26.8% | +3.2% |
| YTD | +15.1% | -5.2% | +20.3% | +15.9% |
| 1Y | +9.4% | -6.6% | +16.0% | +10.3% |
| All | +59.2% | +5.0% | +54.2% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling