+20.4%
WM vs BTG
+31.1%
-10.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.1% |
| 7D | +1.2% | +13.0% | -11.8% | +1.5% |
| 30D | +13.7% | +1.1% | +12.5% | +13.7% |
| 3M | +5.2% | +5.3% | -0.1% | +5.4% |
| 6M | +11.2% | +1.1% | +10.1% | +12.5% |
| YTD | +9.4% | +19.2% | -9.8% | +10.8% |
| 1Y | +20.4% | +31.5% | -11.1% | +22.7% |
| All | +20.4% | +31.1% | -10.7% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling