+547.4%
BTSG vs WAB
+132.3%
+415.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +6.0% | +5.1% | +1.0% | +3.4% |
| 30D | +12.4% | +4.0% | +8.4% | +10.1% |
| 3M | +18.2% | +0.1% | +18.1% | +18.0% |
| 6M | +26.0% | +12.8% | +13.3% | +17.4% |
| YTD | +90.1% | +40.1% | +50.1% | +54.7% |
| 1Y | +124.3% | +46.4% | +77.9% | +77.5% |
| All | +547.4% | +132.3% | +415.1% | +296.5% |
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