+5.3%
WMT vs BTSG
+113.2%
-107.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.3% |
| 7D | 0.0% | -3.3% | +3.3% | 0.0% |
| 30D | -7.4% | -1.6% | -5.8% | -7.4% |
| 3M | -10.9% | -6.9% | -4.0% | -11.1% |
| 6M | -12.7% | +42.1% | -54.8% | -13.9% |
| YTD | -3.2% | +56.8% | -60.0% | -5.2% |
| 1Y | +5.3% | +109.8% | -104.6% | +2.0% |
| All | +5.3% | +113.2% | -107.9% | +2.0% |
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