+336.4%
WM vs TYL
+168.7%
+167.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | +1.2% | +6.7% | -5.5% | -0.2% |
| 30D | +13.1% | +26.5% | -13.5% | +7.5% |
| 3M | +3.6% | +37.3% | -33.7% | -3.4% |
| 6M | +8.1% | +31.2% | -23.1% | +1.3% |
| YTD | +8.9% | -7.4% | +16.3% | +9.2% |
| 1Y | +20.3% | -9.6% | +29.9% | +21.3% |
| 3Y | +46.2% | +1.9% | +44.3% | +41.1% |
| 5Y | +59.9% | -21.1% | +81.0% | +61.2% |
| All | +336.4% | +168.7% | +167.7% | +212.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling