+468.7%
BTSG vs WING
-60.4%
+529.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +5.7% | -0.1% | +5.9% | +5.8% |
| 30D | +0.2% | -6.0% | +6.2% | +1.2% |
| 3M | +5.6% | -23.5% | +29.1% | +10.5% |
| 6M | +50.8% | -52.0% | +102.8% | +73.6% |
| YTD | +67.0% | -53.8% | +120.8% | +91.3% |
| 1Y | +145.5% | -63.8% | +209.3% | +197.7% |
| All | +468.7% | -60.4% | +529.2% | +618.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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