+452.1%
BTSG vs BWA
+105.9%
+346.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.0% |
| 7D | +2.7% | +5.7% | -3.0% | +0.9% |
| 30D | -3.6% | +1.4% | -5.0% | -4.3% |
| 3M | +5.8% | -12.1% | +17.9% | +9.6% |
| 6M | +44.7% | +28.6% | +16.2% | +32.3% |
| YTD | +62.2% | +51.1% | +11.1% | +36.9% |
| 1Y | +152.1% | +55.9% | +96.2% | +109.5% |
| All | +452.1% | +105.9% | +346.1% | +294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling