+1,188.5%
WDC vs BTG
+159.3%
+1,029.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.0% |
| 7D | -4.3% | -3.8% | -0.6% | -3.8% |
| 30D | -1.5% | +3.6% | -5.1% | -2.2% |
| 3M | -15.5% | +32.0% | -47.5% | -19.6% |
| 6M | +66.5% | +3.4% | +63.1% | +63.7% |
| YTD | +159.9% | +20.8% | +139.1% | +149.7% |
| 1Y | +366.0% | +22.4% | +343.5% | +344.6% |
| 3Y | +1,285.8% | +91.7% | +1,194.1% | +1,126.4% |
| 5Y | +925.6% | +79.0% | +846.6% | +803.5% |
| All | +1,188.5% | +159.3% | +1,029.3% | +1,034.8% |
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