+426.2%
BTSG vs WAB
+118.5%
+307.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.6% | -6.6% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | 0.0% | -5.9% | +5.8% | +3.2% |
| 3M | -4.5% | +9.4% | -13.8% | -9.5% |
| 6M | +40.0% | +13.8% | +26.2% | +28.9% |
| YTD | +54.6% | +31.8% | +22.8% | +30.1% |
| 1Y | +106.1% | +48.5% | +57.6% | +61.4% |
| All | +426.2% | +118.5% | +307.7% | +233.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling