+117.9%
BTSG vs WAB
+46.5%
+71.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +17.4% | +4.5% | +12.9% | +15.6% |
| 30D | +12.6% | +1.1% | +11.5% | +12.2% |
| 3M | +11.2% | -1.3% | +12.5% | +11.8% |
| 6M | +30.4% | +12.7% | +17.6% | +24.3% |
| YTD | +86.4% | +38.7% | +47.7% | +54.0% |
| 1Y | +117.9% | +44.9% | +73.0% | +72.7% |
| All | +117.9% | +46.5% | +71.4% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling