+26,336.4%
WM vs TYL
+12,593.6%
+13,742.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.0% |
| 7D | -0.3% | -3.7% | +3.4% | -0.1% |
| 30D | -2.4% | +18.7% | -21.1% | -3.5% |
| 3M | +0.4% | +18.1% | -17.7% | -0.8% |
| 6M | -9.5% | -1.1% | -8.4% | -9.6% |
| YTD | +0.5% | -19.8% | +20.3% | +1.5% |
| 1Y | -1.1% | -34.3% | +33.2% | +1.2% |
| 3Y | +46.0% | -8.2% | +54.3% | +45.8% |
| 5Y | +51.8% | -25.4% | +77.2% | +52.6% |
| 10Y | +307.5% | +115.6% | +191.9% | +284.3% |
| All | +26,336.4% | +12,593.6% | +13,742.7% | +20,168.3% |
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