-68.9%
BBWI vs BTG
+75.0%
-143.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.1% |
| 7D | -8.0% | -5.5% | -2.6% | -7.3% |
| 30D | -6.6% | +6.1% | -12.7% | -7.7% |
| 3M | -2.7% | +38.6% | -41.4% | -8.3% |
| 6M | -12.8% | +0.7% | -13.5% | -13.9% |
| YTD | -10.5% | +20.3% | -30.8% | -15.3% |
| 1Y | -35.3% | +25.0% | -60.4% | -39.8% |
| 3Y | -47.7% | +97.3% | -145.0% | -56.5% |
| 5Y | -68.9% | +78.3% | -147.2% | -72.8% |
| All | -68.9% | +75.0% | -143.9% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling