+1,043.3%
WSM vs BTG
+159.3%
+884.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.5% | -3.8% | +3.2% | -0.1% |
| 30D | -7.7% | +3.6% | -11.4% | -8.1% |
| 3M | +3.8% | +32.0% | -28.2% | +0.3% |
| 6M | +22.7% | +3.4% | +19.3% | +21.1% |
| YTD | +28.0% | +20.8% | +7.2% | +23.7% |
| 1Y | +12.7% | +22.4% | -9.7% | +8.3% |
| 3Y | +231.3% | +91.7% | +139.6% | +198.0% |
| 5Y | +177.2% | +79.0% | +98.2% | +147.7% |
| All | +1,043.3% | +159.3% | +884.1% | +934.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling