+1,135.6%
WAB vs BTG
+378.0%
+757.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.7% |
| 7D | +1.7% | +4.8% | -3.1% | +1.3% |
| 30D | -2.4% | +8.3% | -10.8% | -3.0% |
| 3M | +9.7% | +32.3% | -22.6% | +7.4% |
| 6M | +16.5% | +3.0% | +13.6% | +15.7% |
| YTD | +33.7% | +21.9% | +11.8% | +31.0% |
| 1Y | +49.7% | +28.2% | +21.5% | +45.9% |
| 3Y | +170.9% | +99.9% | +71.0% | +154.4% |
| 5Y | +228.0% | +73.6% | +154.5% | +208.6% |
| 10Y | +284.8% | +136.5% | +148.3% | +246.8% |
| All | +1,135.6% | +378.0% | +757.6% | +1,078.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling