+433.9%
BTSG vs WTW
+29.5%
+404.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -3.3% | -5.7% | +2.4% | -2.5% |
| 30D | -1.6% | -7.3% | +5.7% | -0.5% |
| 3M | -6.9% | +21.5% | -28.4% | -9.7% |
| 6M | +42.1% | +9.6% | +32.5% | +40.6% |
| YTD | +56.8% | -3.3% | +60.1% | +60.0% |
| 1Y | +109.8% | -6.1% | +116.0% | +116.7% |
| All | +433.9% | +29.5% | +404.4% | +391.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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