+264.5%
WMB vs TYL
+168.7%
+95.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -13.8% | +6.7% | -20.5% | -14.7% |
| 30D | -10.3% | +26.5% | -36.9% | -13.6% |
| 3M | -10.1% | +37.3% | -47.3% | -14.7% |
| 6M | -11.8% | +31.2% | -43.0% | -16.3% |
| YTD | +8.9% | -7.4% | +16.3% | +9.6% |
| 1Y | +14.0% | -9.6% | +23.5% | +15.2% |
| 3Y | +100.5% | +1.9% | +98.6% | +95.3% |
| 5Y | +179.5% | -21.1% | +200.6% | +181.5% |
| All | +264.5% | +168.7% | +95.8% | +173.0% |
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