+113.2%
WDC vs BTSG
+111.7%
+1.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.7% |
| 7D | -18.3% | +17.4% | -35.7% | -24.7% |
| 30D | -26.7% | +12.6% | -39.3% | -30.9% |
| 3M | -40.9% | +11.2% | -52.1% | -44.2% |
| 6M | -26.8% | +30.4% | -57.1% | -39.9% |
| YTD | +88.2% | +86.4% | +1.8% | +18.2% |
| 1Y | +113.2% | +117.9% | -4.7% | +24.2% |
| All | +113.2% | +111.7% | +1.5% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling