+117.9%
BTSG vs WY
+0.3%
+117.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | +0.6% |
| 7D | +17.4% | +13.3% | +4.0% | +18.9% |
| 30D | +12.6% | +17.6% | -5.1% | +14.7% |
| 3M | +11.2% | -15.0% | +26.2% | +8.2% |
| 6M | +30.4% | -5.9% | +36.3% | +29.9% |
| YTD | +86.4% | -5.7% | +92.1% | +84.4% |
| 1Y | +117.9% | -0.2% | +118.1% | +116.5% |
| All | +117.9% | +0.3% | +117.6% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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