+231.3%
WSM vs BTG
+94.8%
+136.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.2% |
| 3M | +3.8% | +32.0% | -28.2% | +0.1% |
| 6M | +22.7% | +3.4% | +19.3% | +21.0% |
| YTD | +28.0% | +20.8% | +7.2% | +23.2% |
| 1Y | +12.7% | +22.4% | -9.7% | +7.7% |
| 3Y | +231.3% | +91.7% | +139.6% | +192.3% |
| All | +231.3% | +94.8% | +136.4% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling