+234.7%
WCN vs BTG
+159.3%
+75.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -3.1% | -3.8% | +0.6% | -2.9% |
| 30D | -3.4% | +3.6% | -7.0% | -3.6% |
| 3M | +3.0% | +32.0% | -29.1% | +1.1% |
| 6M | -3.8% | +3.4% | -7.1% | -4.3% |
| YTD | -8.3% | +20.8% | -29.1% | -9.9% |
| 1Y | -9.7% | +22.4% | -32.2% | -11.6% |
| 3Y | +17.2% | +91.7% | -74.6% | +10.6% |
| 5Y | +25.3% | +79.0% | -53.7% | +18.0% |
| All | +234.7% | +159.3% | +75.4% | +213.5% |
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