-4.1%
WAT vs BTG
+75.0%
-79.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -1.8% | +2.4% | -4.2% | -2.1% |
| 30D | -1.7% | +9.5% | -11.2% | -2.8% |
| 3M | +9.1% | +38.5% | -29.4% | +4.6% |
| 6M | +32.4% | +5.6% | +26.8% | +30.4% |
| YTD | +6.6% | +23.9% | -17.4% | +2.1% |
| 1Y | +34.7% | +32.1% | +2.6% | +26.9% |
| 3Y | +53.6% | +103.2% | -49.6% | +31.5% |
| 5Y | -4.1% | +79.7% | -83.8% | -16.8% |
| All | -4.1% | +75.0% | -79.1% | -16.8% |
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