+3,978.4%
WEC vs TYL
+12,593.6%
-8,615.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.5% |
| 7D | -0.3% | -3.7% | +3.4% | -0.1% |
| 30D | -1.3% | +18.7% | -20.0% | -2.1% |
| 3M | -3.9% | +18.1% | -22.1% | -4.8% |
| 6M | -8.3% | -1.1% | -7.2% | -8.5% |
| YTD | +3.1% | -19.8% | +22.9% | +3.8% |
| 1Y | +1.9% | -34.3% | +36.3% | +3.6% |
| 3Y | +41.9% | -8.2% | +50.1% | +41.6% |
| 5Y | +30.8% | -25.4% | +56.2% | +31.0% |
| 10Y | +141.9% | +115.6% | +26.3% | +131.0% |
| All | +3,978.4% | +12,593.6% | -8,615.2% | +3,234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling