+463.5%
BTSG vs BBWI
-54.2%
+517.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | +0.2% |
| 7D | +2.9% | -4.4% | +7.3% | +3.6% |
| 30D | +0.9% | -7.4% | +8.3% | +2.0% |
| 3M | +1.6% | -2.2% | +3.9% | +1.4% |
| 6M | +46.8% | -16.3% | +63.1% | +49.6% |
| YTD | +65.5% | -9.1% | +74.7% | +65.0% |
| 1Y | +136.2% | -34.5% | +170.8% | +151.5% |
| All | +463.5% | -54.2% | +517.7% | +554.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling