+63.3%
WM vs TYL
-20.5%
+83.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +4.5% | +15.1% | -10.6% | +2.0% |
| 30D | +16.1% | +30.1% | -14.0% | +11.1% |
| 3M | +8.0% | +40.4% | -32.3% | +2.0% |
| 6M | +8.4% | +31.3% | -22.9% | +3.1% |
| YTD | +11.2% | -5.2% | +16.4% | +10.8% |
| 1Y | +22.3% | -6.6% | +28.9% | +22.1% |
| 3Y | +50.2% | +3.4% | +46.9% | +46.3% |
| 5Y | +63.3% | -19.3% | +82.6% | +60.7% |
| All | +63.3% | -20.5% | +83.8% | +60.7% |
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