+29,154.7%
WM vs TYL
+14,906.9%
+14,247.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +4.5% | +15.1% | -10.6% | +3.5% |
| 30D | +16.1% | +30.1% | -14.0% | +14.1% |
| 3M | +8.0% | +40.4% | -32.3% | +5.6% |
| 6M | +8.4% | +31.3% | -22.9% | +6.3% |
| YTD | +11.2% | -5.2% | +16.4% | +11.1% |
| 1Y | +22.3% | -6.6% | +28.9% | +22.3% |
| 3Y | +50.2% | +3.4% | +46.9% | +48.9% |
| 5Y | +63.3% | -19.3% | +82.6% | +63.2% |
| 10Y | +355.0% | +178.1% | +176.9% | +322.5% |
| All | +29,154.7% | +14,906.9% | +14,247.8% | +22,078.7% |
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 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