+463.5%
BTSG vs WST
-5.4%
+468.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.9% | -1.7% | +4.5% | +3.1% |
| 30D | +0.9% | -4.3% | +5.2% | +1.4% |
| 3M | +1.6% | +0.7% | +0.9% | +1.4% |
| 6M | +46.8% | +36.0% | +10.8% | +41.0% |
| YTD | +65.5% | +22.7% | +42.8% | +60.5% |
| 1Y | +136.2% | +34.1% | +102.1% | +127.2% |
| All | +463.5% | -5.4% | +468.9% | +444.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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