+732.7%
WEC vs BTG
+378.0%
+354.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +1.2% |
| 7D | +0.8% | +4.8% | -4.0% | +0.6% |
| 30D | +0.3% | +8.3% | -8.0% | -0.1% |
| 3M | -2.9% | +32.3% | -35.2% | -4.5% |
| 6M | -5.9% | +3.0% | -8.9% | -6.5% |
| YTD | +4.1% | +21.9% | -17.8% | +2.4% |
| 1Y | +3.1% | +28.2% | -25.0% | +0.9% |
| 3Y | +40.8% | +99.9% | -59.1% | +33.7% |
| 5Y | +31.7% | +73.6% | -41.9% | +25.2% |
| 10Y | +141.1% | +136.5% | +4.6% | +122.7% |
| All | +732.7% | +378.0% | +354.7% | +641.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling