+27.4%
WMT vs BTSG
+111.7%
-84.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +8.8% | +17.4% | -8.6% | +8.7% |
| 30D | +22.9% | +12.6% | +10.4% | +22.8% |
| 3M | +16.1% | +11.2% | +4.9% | +15.9% |
| 6M | -0.5% | +30.4% | -30.8% | -1.2% |
| YTD | +16.7% | +86.4% | -69.7% | +14.2% |
| 1Y | +27.4% | +117.9% | -90.6% | +24.1% |
| All | +27.4% | +111.7% | -84.3% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling