+1.0%
WM vs BTG
+27.0%
-26.0%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.6% |
| 7D | -0.9% | +4.8% | -5.7% | -0.8% |
| 30D | -4.3% | +8.3% | -12.7% | -4.2% |
| 3M | +0.8% | +32.3% | -31.5% | +1.5% |
| 6M | -10.8% | +3.0% | -13.7% | -9.8% |
| YTD | -0.1% | +21.9% | -22.0% | +0.5% |
| All | +1.0% | +27.0% | -26.0% | +0.7% |
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