+149.3%
BWA vs BTG
+159.3%
-9.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -1.3% | -3.8% | +2.4% | -1.0% |
| 30D | -2.9% | +3.6% | -6.6% | -3.3% |
| 3M | -10.7% | +32.0% | -42.7% | -13.1% |
| 6M | +26.5% | +3.4% | +23.1% | +25.2% |
| YTD | +49.1% | +20.8% | +28.3% | +45.6% |
| 1Y | +52.1% | +22.4% | +29.6% | +48.0% |
| 3Y | +72.6% | +91.7% | -19.1% | +61.0% |
| 5Y | +89.4% | +79.0% | +10.4% | +76.3% |
| All | +149.3% | +159.3% | -9.9% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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