+952.4%
WDC vs BTSG
+382.3%
+570.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.6% | +2.2% | -2.2% |
| 7D | +4.4% | -5.8% | +10.2% | +6.5% |
| 30D | +5.3% | 0.0% | +5.3% | +5.2% |
| 3M | -5.9% | -4.5% | -1.4% | -5.1% |
| 6M | +73.2% | +40.0% | +33.2% | +54.6% |
| YTD | +167.8% | +54.6% | +113.3% | +133.4% |
| 1Y | +386.0% | +106.1% | +279.9% | +296.2% |
| All | +952.4% | +382.3% | +570.0% | +609.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling