+211.8%
BBWI vs BTG
+385.9%
-174.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -7.9% | -6.4% |
| 7D | -4.4% | +2.4% | -6.8% | -4.5% |
| 30D | -7.4% | +9.5% | -16.9% | -7.9% |
| 3M | -2.2% | +38.5% | -40.7% | -4.1% |
| 6M | -16.3% | +5.6% | -22.0% | -16.9% |
| YTD | -9.1% | +23.9% | -33.1% | -10.8% |
| 1Y | -34.5% | +32.1% | -66.7% | -36.0% |
| 3Y | -47.0% | +103.2% | -150.2% | -49.5% |
| 5Y | -68.8% | +79.7% | -148.6% | -70.3% |
| 10Y | -57.4% | +159.1% | -216.5% | -60.6% |
| All | +211.8% | +385.9% | -174.1% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling