+547.4%
BTSG vs WCC
+89.0%
+458.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | +6.0% | +9.9% | -3.9% | +3.2% |
| 30D | +12.4% | -8.4% | +20.9% | +14.4% |
| 3M | +18.2% | -10.3% | +28.6% | +20.5% |
| 6M | +26.0% | -10.5% | +36.5% | +27.9% |
| YTD | +90.1% | +32.2% | +58.0% | +71.1% |
| 1Y | +124.3% | +25.5% | +98.8% | +104.3% |
| All | +547.4% | +89.0% | +458.4% | +407.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling