+32.6%
WM vs BTSG
+459.6%
-427.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.0% | -2.1% |
| 7D | +1.2% | +0.4% | +0.8% | +1.2% |
| 30D | +13.1% | +5.3% | +7.8% | +13.0% |
| 3M | +3.6% | +10.8% | -7.2% | +3.4% |
| 6M | +8.1% | +27.3% | -19.2% | +7.2% |
| YTD | +8.9% | +79.3% | -70.4% | +6.5% |
| 1Y | +20.3% | +106.0% | -85.7% | +17.0% |
| All | +32.6% | +459.6% | -427.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling