+322.9%
WMB vs TYL
+116.1%
+206.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +0.8% |
| 7D | +0.6% | -3.7% | +4.3% | +1.1% |
| 30D | +3.3% | +18.7% | -15.5% | +0.4% |
| 3M | +3.1% | +18.1% | -15.0% | -0.1% |
| 6M | -0.7% | -1.1% | +0.4% | -1.1% |
| YTD | +25.2% | -19.8% | +45.0% | +29.1% |
| 1Y | +32.9% | -34.3% | +67.2% | +42.5% |
| 3Y | +140.6% | -8.2% | +148.8% | +137.8% |
| 5Y | +273.5% | -25.4% | +298.9% | +276.7% |
| All | +322.9% | +116.1% | +206.8% | +235.4% |
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