+198.5%
WMB vs TYL
-22.0%
+220.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | -6.9% | +4.3% | -11.2% | -7.2% |
| 30D | -7.2% | +28.0% | -35.1% | -9.3% |
| 3M | -5.4% | +32.3% | -37.8% | -8.0% |
| 6M | -4.9% | +29.9% | -34.8% | -7.5% |
| YTD | +14.7% | -7.1% | +21.8% | +16.4% |
| 1Y | +14.7% | -9.2% | +23.9% | +16.8% |
| 3Y | +116.4% | +0.7% | +115.7% | +115.4% |
| 5Y | +198.5% | -21.1% | +219.6% | +192.1% |
| All | +198.5% | -22.0% | +220.6% | +192.1% |
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