+53.9%
WM vs BTG
+72.3%
-18.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -2.4% | +36.8% | -39.2% | -3.8% |
| 3M | +0.4% | +23.1% | -22.7% | -0.6% |
| 6M | -9.5% | +3.5% | -13.0% | -9.7% |
| YTD | +0.5% | +25.5% | -25.0% | -1.3% |
| 1Y | -1.1% | +40.1% | -41.2% | -4.0% |
| 3Y | +46.0% | +101.1% | -55.1% | +36.0% |
| All | +53.9% | +72.3% | -18.4% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling