+166.1%
WAT vs BTG
+159.3%
+6.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.3% | -3.8% | +3.5% | 0.0% |
| 30D | -1.9% | +3.6% | -5.5% | -2.1% |
| 3M | +13.5% | +32.0% | -18.5% | +11.4% |
| 6M | +37.2% | +3.4% | +33.9% | +36.3% |
| YTD | +7.5% | +20.8% | -13.3% | +5.5% |
| 1Y | +35.0% | +22.4% | +12.6% | +32.0% |
| 3Y | +55.1% | +91.7% | -36.6% | +46.2% |
| 5Y | -2.8% | +79.0% | -81.8% | -8.3% |
| All | +166.1% | +159.3% | +6.8% | +158.4% |
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