+433.9%
BTSG vs WU
-29.9%
+463.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -3.3% | -3.5% | +0.2% | -2.1% |
| 30D | -1.6% | -2.9% | +1.3% | -0.7% |
| 3M | -6.9% | -2.3% | -4.6% | -5.7% |
| 6M | +42.1% | -25.4% | +67.5% | +54.8% |
| YTD | +56.8% | -21.2% | +78.0% | +68.1% |
| 1Y | +109.8% | -8.9% | +118.7% | +114.5% |
| All | +433.9% | -29.9% | +463.8% | +494.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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