+821.6%
WM vs BTG
+392.0%
+429.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | +0.4% | +23.1% | -22.7% | -0.5% |
| 6M | -9.5% | +3.5% | -13.0% | -9.9% |
| YTD | +0.5% | +25.5% | -25.0% | -0.9% |
| 1Y | -1.1% | +40.1% | -41.2% | -3.1% |
| 3Y | +46.0% | +101.1% | -55.1% | +40.2% |
| 5Y | +51.8% | +70.6% | -18.8% | +45.9% |
| 10Y | +307.5% | +152.1% | +155.4% | +279.8% |
| All | +821.6% | +392.0% | +429.6% | +709.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling