+433.9%
BTSG vs WY
-26.2%
+460.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -3.3% | -4.2% | +0.9% | -2.4% |
| 30D | -1.6% | -10.1% | +8.5% | +0.7% |
| 3M | -6.9% | -8.5% | +1.6% | -5.3% |
| 6M | +42.1% | -3.3% | +45.4% | +41.7% |
| YTD | +56.8% | -4.4% | +61.2% | +55.5% |
| 1Y | +109.8% | -11.5% | +121.3% | +114.7% |
| All | +433.9% | -26.2% | +460.2% | +477.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling