+21.8%
WM vs BTG
+22.2%
-0.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +1.5% |
| 7D | +1.2% | -5.9% | +7.1% | +1.0% |
| 30D | +15.2% | -5.0% | +20.2% | +15.1% |
| 3M | +8.3% | -4.5% | +12.8% | +8.2% |
| 6M | +13.1% | -7.0% | +20.2% | +14.2% |
| YTD | +12.5% | +11.4% | +1.2% | +13.7% |
| 1Y | +21.8% | +20.1% | +1.6% | +23.7% |
| All | +21.8% | +22.2% | -0.4% | +23.7% |
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