+426.2%
BTSG vs WY
-26.5%
+452.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.7% | -4.0% | -6.0% |
| 7D | -5.8% | -3.7% | -2.1% | -5.0% |
| 30D | 0.0% | -11.3% | +11.3% | +2.6% |
| 3M | -4.5% | -8.1% | +3.7% | -3.0% |
| 6M | +40.0% | -7.4% | +47.4% | +41.5% |
| YTD | +54.6% | -4.7% | +59.3% | +53.3% |
| 1Y | +106.1% | -9.2% | +115.3% | +108.5% |
| All | +426.2% | -26.5% | +452.7% | +469.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling