+28.1%
WAT vs BTSG
+416.6%
-388.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -1.8% | +2.9% | -4.7% | -2.4% |
| 30D | -1.7% | +0.9% | -2.6% | -2.0% |
| 3M | +9.1% | +1.6% | +7.4% | +7.6% |
| 6M | +32.4% | +46.8% | -14.4% | +19.5% |
| YTD | +6.6% | +65.5% | -59.0% | -6.7% |
| 1Y | +34.7% | +136.2% | -101.5% | +7.9% |
| All | +28.1% | +416.6% | -388.5% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling