+700.3%
WMT vs BTG
+371.8%
+328.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | -2.5% | -5.5% | +3.0% | -2.4% |
| 30D | -6.4% | +6.1% | -12.5% | -6.5% |
| 3M | -12.1% | +38.6% | -50.8% | -12.7% |
| 6M | -15.0% | +0.7% | -15.6% | -15.1% |
| YTD | -4.5% | +20.3% | -24.8% | -5.1% |
| 1Y | +6.2% | +25.0% | -18.9% | +5.4% |
| 3Y | +99.9% | +97.3% | +2.6% | +96.0% |
| 5Y | +131.4% | +78.3% | +53.1% | +126.9% |
| 10Y | +433.2% | +151.6% | +281.6% | +420.4% |
| All | +700.3% | +371.8% | +328.5% | +660.5% |
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