-56.2%
BBWI vs BTG
+159.3%
-215.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.0% | +6.4% |
| 7D | -4.8% | -3.8% | -1.1% | -4.6% |
| 30D | +3.5% | +3.6% | -0.2% | +3.1% |
| 3M | -0.3% | +32.0% | -32.3% | -2.5% |
| 6M | -5.4% | +3.4% | -8.7% | -6.1% |
| YTD | -4.7% | +20.8% | -25.5% | -6.9% |
| 1Y | -30.5% | +22.4% | -52.9% | -32.3% |
| 3Y | -44.3% | +91.7% | -136.0% | -47.7% |
| 5Y | -66.9% | +79.0% | -145.9% | -68.8% |
| All | -56.2% | +159.3% | -215.5% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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