+106.1%
BTSG vs WWD
+40.3%
+65.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.2% | -6.2% |
| 7D | -5.8% | -2.9% | -2.9% | -5.0% |
| 30D | 0.0% | -6.6% | +6.6% | +2.0% |
| 3M | -4.5% | -9.3% | +4.8% | -2.1% |
| 6M | +40.0% | -13.6% | +53.6% | +45.2% |
| YTD | +54.6% | +10.4% | +44.2% | +49.6% |
| 1Y | +106.1% | +39.9% | +66.2% | +80.3% |
| All | +106.1% | +40.3% | +65.8% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling