+52.1%
BWA vs BTG
+25.2%
+26.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -1.3% | -3.8% | +2.4% | -0.6% |
| 30D | -2.9% | +3.6% | -6.6% | -3.8% |
| 3M | -10.7% | +32.0% | -42.7% | -16.0% |
| 6M | +26.5% | +3.4% | +23.1% | +22.7% |
| YTD | +49.1% | +20.8% | +28.3% | +41.8% |
| 1Y | +52.1% | +22.4% | +29.6% | +40.8% |
| All | +52.1% | +25.2% | +26.8% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling