+302.9%
WM vs BTG
+139.8%
+163.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | -0.9% | +4.8% | -5.7% | -1.1% |
| 30D | -4.3% | +8.3% | -12.7% | -4.7% |
| 3M | +0.8% | +32.3% | -31.5% | -0.6% |
| 6M | -10.8% | +3.0% | -13.7% | -11.1% |
| YTD | -0.1% | +21.9% | -22.0% | -1.5% |
| 1Y | +1.0% | +28.2% | -27.2% | -0.9% |
| 3Y | +45.1% | +99.9% | -54.8% | +38.0% |
| 5Y | +52.1% | +73.6% | -21.4% | +44.8% |
| 10Y | +302.9% | +136.5% | +166.4% | +283.4% |
| All | +302.9% | +139.8% | +163.1% | +283.4% |
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