+426.2%
BTSG vs WCN
+5.6%
+420.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.5% | -6.4% |
| 7D | -5.8% | -4.4% | -1.4% | -5.0% |
| 30D | 0.0% | -4.4% | +4.4% | +0.8% |
| 3M | -4.5% | +0.5% | -4.9% | -5.3% |
| 6M | +40.0% | -3.3% | +43.3% | +40.4% |
| YTD | +54.6% | -8.5% | +63.0% | +58.3% |
| 1Y | +106.1% | -8.9% | +115.1% | +111.6% |
| All | +426.2% | +5.6% | +420.6% | +437.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling