+205.4%
BTSG vs WETO
-99.4%
+304.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +1.3% |
| 7D | -3.3% | -4.3% | +1.0% | -3.4% |
| 30D | -1.6% | -39.9% | +38.3% | +2.9% |
| 3M | -6.9% | -97.9% | +91.0% | +8.2% |
| 6M | +42.1% | -95.0% | +137.1% | +63.7% |
| YTD | +56.8% | -97.2% | +154.0% | +80.9% |
| 1Y | +109.8% | -98.9% | +208.7% | +142.8% |
| All | +205.4% | -99.4% | +304.8% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 all: compounded portfolio wealth divided by compounded WETO 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…
all analysis · Full analysis span regression · 6 months rolling