+27.4%
WMT vs BTG
+24.4%
+3.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.7% | -5.3% | +3.5% |
| 7D | +8.8% | -0.2% | +9.0% | +8.7% |
| 30D | +22.9% | -0.8% | +23.7% | +22.8% |
| 3M | +16.1% | +31.8% | -15.8% | +16.4% |
| 6M | -0.5% | +20.4% | -20.9% | -0.3% |
| YTD | +16.7% | +14.7% | +2.0% | +17.8% |
| 1Y | +27.4% | +29.4% | -2.0% | +30.7% |
| All | +27.4% | +24.4% | +3.0% | +30.7% |
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