+117.9%
BTSG vs WCN
+16.1%
+101.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | 0.0% |
| 7D | +17.4% | +6.7% | +10.7% | +17.5% |
| 30D | +12.6% | +24.3% | -11.7% | +12.7% |
| 3M | +11.2% | +16.1% | -4.9% | +11.4% |
| 6M | +30.4% | +19.9% | +10.4% | +29.9% |
| YTD | +86.4% | +10.1% | +76.3% | +95.0% |
| 1Y | +117.9% | +14.4% | +103.5% | +122.4% |
| All | +117.9% | +16.1% | +101.8% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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