+468.7%
BTSG vs WY
-24.1%
+492.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.3% |
| 7D | +5.7% | -2.1% | +7.8% | +6.2% |
| 30D | +0.2% | -10.5% | +10.7% | +2.6% |
| 3M | +5.6% | -4.9% | +10.5% | +6.4% |
| 6M | +50.8% | -4.9% | +55.7% | +51.5% |
| YTD | +67.0% | -1.7% | +68.7% | +64.5% |
| 1Y | +145.5% | -9.4% | +154.9% | +149.9% |
| All | +468.7% | -24.1% | +492.9% | +510.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling