+159.7%
WBD vs BTG
+371.8%
-212.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.2% |
| 7D | -0.6% | -5.5% | +4.9% | -0.2% |
| 30D | +4.2% | +6.1% | -1.9% | +3.7% |
| 3M | +7.5% | +38.6% | -31.1% | +4.6% |
| 6M | +1.6% | +0.7% | +0.9% | +0.9% |
| YTD | -2.2% | +20.3% | -22.5% | -4.5% |
| 1Y | +124.9% | +25.0% | +99.8% | +118.2% |
| 3Y | +149.1% | +97.3% | +51.8% | +131.8% |
| 5Y | +7.8% | +78.3% | -70.5% | +0.6% |
| 10Y | +14.9% | +151.6% | -136.8% | +2.2% |
| All | +159.7% | +371.8% | -212.1% | +86.3% |
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