+468.7%
BTSG vs BBWI
-51.1%
+519.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.1% | +3.5% |
| 7D | +5.7% | +1.6% | +4.2% | +5.4% |
| 30D | +0.2% | -6.2% | +6.4% | +1.1% |
| 3M | +5.6% | +4.3% | +1.3% | +4.3% |
| 6M | +50.8% | -7.2% | +57.9% | +51.0% |
| YTD | +67.0% | -3.0% | +70.1% | +64.8% |
| 1Y | +145.5% | -30.8% | +176.3% | +159.1% |
| All | +468.7% | -51.1% | +519.8% | +553.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling