+575.0%
WDC vs BTSG
+493.4%
+81.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | +12.1% | +6.0% | +6.0% | +10.0% |
| 30D | -18.8% | +12.4% | -31.2% | -21.7% |
| 3M | -39.3% | +18.2% | -57.5% | -42.7% |
| 6M | -40.1% | +26.0% | -66.2% | -44.9% |
| YTD | +71.8% | +90.1% | -18.3% | +39.6% |
| 1Y | +88.5% | +124.3% | -35.8% | +47.3% |
| All | +575.0% | +493.4% | +81.6% | +324.3% |
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