+33.6%
WEC vs TYL
-25.2%
+58.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.4% |
| 7D | -0.3% | -3.7% | +3.4% | 0.0% |
| 30D | -1.3% | +18.7% | -20.0% | -2.8% |
| 3M | -3.9% | +18.1% | -22.1% | -5.4% |
| 6M | -8.3% | -1.1% | -7.2% | -8.4% |
| YTD | +3.1% | -19.8% | +22.9% | +5.1% |
| 1Y | +1.9% | -34.3% | +36.3% | +6.4% |
| 3Y | +41.9% | -8.2% | +50.1% | +40.7% |
| All | +33.6% | -25.2% | +58.8% | +24.9% |
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 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