+292.2%
WAB vs BTG
+159.3%
+133.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.1% | -3.8% | +3.9% | +0.4% |
| 30D | -4.1% | +3.6% | -7.7% | -4.4% |
| 3M | +8.2% | +32.0% | -23.8% | +5.4% |
| 6M | +15.4% | +3.4% | +12.0% | +14.3% |
| YTD | +33.1% | +20.8% | +12.4% | +29.9% |
| 1Y | +48.1% | +22.4% | +25.6% | +43.8% |
| 3Y | +167.7% | +91.7% | +76.0% | +148.3% |
| 5Y | +225.7% | +79.0% | +146.7% | +201.6% |
| All | +292.2% | +159.3% | +133.0% | +268.6% |
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