+85.5%
BWA vs BTG
+78.0%
+7.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -1.3% | -3.8% | +2.4% | -0.8% |
| 30D | -2.9% | +3.6% | -6.6% | -3.6% |
| 3M | -10.7% | +32.0% | -42.7% | -14.8% |
| 6M | +26.5% | +3.4% | +23.1% | +24.2% |
| YTD | +49.1% | +20.8% | +28.3% | +43.0% |
| 1Y | +52.1% | +22.4% | +29.6% | +44.9% |
| 3Y | +72.6% | +91.7% | -19.1% | +51.5% |
| All | +85.5% | +78.0% | +7.4% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling