+625.6%
WAT vs BTG
+332.2%
+293.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +0.6% | -9.1% | +9.7% | +1.0% |
| 30D | +5.4% | -1.6% | +7.0% | +5.4% |
| 3M | +11.3% | -2.8% | +14.1% | +11.3% |
| 6M | +37.4% | -7.6% | +45.0% | +37.5% |
| YTD | +21.2% | +10.2% | +10.9% | +19.9% |
| 1Y | +21.3% | +21.3% | +0.1% | +19.6% |
| 3Y | +83.4% | +82.7% | +0.7% | +76.4% |
| 5Y | +29.0% | +30.8% | -1.8% | +24.9% |
| 10Y | +223.9% | +163.7% | +60.2% | +203.7% |
| All | +625.6% | +332.2% | +293.4% | +471.4% |
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 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