+433.9%
BTSG vs WSM
+122.8%
+311.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | -3.3% | -0.5% | -2.8% | -3.1% |
| 30D | -1.6% | -7.7% | +6.1% | +0.2% |
| 3M | -6.9% | +3.8% | -10.7% | -7.6% |
| 6M | +42.1% | +22.7% | +19.4% | +35.7% |
| YTD | +56.8% | +28.0% | +28.8% | +48.5% |
| 1Y | +109.8% | +12.7% | +97.1% | +103.2% |
| All | +433.9% | +122.8% | +311.1% | +377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling