+8.1%
WM vs BTG
+23.5%
-15.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.5% | -1.9% |
| 7D | +1.2% | +17.4% | -16.2% | +2.6% |
| 30D | +13.1% | +8.0% | +5.1% | +13.8% |
| 3M | +3.6% | +32.5% | -28.9% | +7.1% |
| 6M | +8.1% | +21.6% | -13.5% | +11.3% |
| All | +8.1% | +23.5% | -15.4% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling