+452.1%
BTSG vs WWD
+157.2%
+294.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | +2.7% | +1.3% | +1.4% | +2.3% |
| 30D | -3.6% | -7.2% | +3.5% | -1.4% |
| 3M | +5.8% | -3.8% | +9.6% | +6.5% |
| 6M | +44.7% | -9.9% | +54.6% | +48.4% |
| YTD | +62.2% | +14.8% | +47.3% | +53.2% |
| 1Y | +152.1% | +42.1% | +110.0% | +120.5% |
| All | +452.1% | +157.2% | +294.9% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling