+27.5%
WAT vs BTSG
+421.3%
-393.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.2% |
| 7D | -0.7% | +5.7% | -6.5% | -1.8% |
| 30D | -1.0% | +0.2% | -1.2% | -1.2% |
| 3M | +10.9% | +5.6% | +5.3% | +8.5% |
| 6M | +33.2% | +50.8% | -17.6% | +19.5% |
| YTD | +6.1% | +67.0% | -61.0% | -7.3% |
| 1Y | +30.2% | +145.5% | -115.3% | +3.4% |
| All | +27.5% | +421.3% | -393.9% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling