+426.2%
BTSG vs BWA
+100.3%
+325.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.8% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | 0.0% | -5.5% | +5.5% | +1.5% |
| 3M | -4.5% | -7.6% | +3.1% | -2.5% |
| 6M | +40.0% | +25.0% | +15.0% | +29.1% |
| YTD | +54.6% | +47.0% | +7.6% | +31.6% |
| 1Y | +106.1% | +54.0% | +52.1% | +71.8% |
| All | +426.2% | +100.3% | +325.9% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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