+222.3%
WAB vs BTG
+75.0%
+147.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.3% |
| 7D | -0.2% | -5.5% | +5.3% | +0.5% |
| 30D | -5.9% | +6.1% | -12.0% | -6.7% |
| 3M | +9.4% | +38.6% | -29.3% | +4.2% |
| 6M | +13.8% | +0.7% | +13.2% | +12.5% |
| YTD | +31.8% | +20.3% | +11.4% | +26.5% |
| 1Y | +48.5% | +25.0% | +23.5% | +40.9% |
| 3Y | +167.0% | +97.3% | +69.6% | +131.3% |
| 5Y | +222.3% | +78.3% | +144.0% | +184.7% |
| All | +222.3% | +75.0% | +147.3% | +184.7% |
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