+162.8%
WBD vs BTSG
+416.6%
-253.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.7% | +2.9% | -4.6% | -2.2% |
| 30D | +3.9% | +0.9% | +3.0% | +3.5% |
| 3M | +5.1% | +1.6% | +3.5% | +3.1% |
| 6M | +0.6% | +46.8% | -46.2% | -10.7% |
| YTD | -3.2% | +65.5% | -68.7% | -17.3% |
| 1Y | +127.7% | +136.2% | -8.6% | +73.5% |
| All | +162.8% | +416.6% | -253.8% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling