+530.2%
WCC vs BTG
+159.3%
+370.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.7% |
| 7D | +1.5% | -3.8% | +5.3% | +2.2% |
| 30D | -2.1% | +3.6% | -5.8% | -2.8% |
| 3M | +3.8% | +32.0% | -28.2% | -1.8% |
| 6M | +35.0% | +3.4% | +31.6% | +32.4% |
| YTD | +46.4% | +20.8% | +25.6% | +38.9% |
| 1Y | +63.0% | +22.4% | +40.6% | +53.4% |
| 3Y | +133.9% | +91.7% | +42.2% | +99.0% |
| 5Y | +226.5% | +79.0% | +147.5% | +174.7% |
| All | +530.2% | +159.3% | +370.9% | +425.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling