+426.2%
BTSG vs BBWI
-54.9%
+481.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.2% | -6.4% |
| 7D | -5.8% | -8.0% | +2.2% | -4.5% |
| 30D | 0.0% | -6.6% | +6.6% | +0.9% |
| 3M | -4.5% | -2.7% | -1.8% | -4.6% |
| 6M | +40.0% | -12.8% | +52.8% | +41.6% |
| YTD | +54.6% | -10.5% | +65.0% | +54.5% |
| 1Y | +106.1% | -35.3% | +141.5% | +119.9% |
| All | +426.2% | -54.9% | +481.0% | +512.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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