+463.5%
BTSG vs WAB
+118.6%
+344.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.2% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +0.9% | -4.6% | +5.4% | +3.3% |
| 3M | +1.6% | +5.6% | -4.0% | -1.8% |
| 6M | +46.8% | +13.8% | +33.0% | +35.2% |
| YTD | +65.5% | +31.9% | +33.7% | +39.3% |
| 1Y | +136.2% | +48.3% | +88.0% | +85.1% |
| All | +463.5% | +118.6% | +344.9% | +256.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling