+3,194.0%
WSM vs BTG
+385.9%
+2,808.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | +2.6% | +2.4% | +0.2% | +2.4% |
| 30D | -9.3% | +9.5% | -18.8% | -9.9% |
| 3M | +7.1% | +38.5% | -31.4% | +4.3% |
| 6M | +21.7% | +5.6% | +16.1% | +20.5% |
| YTD | +28.7% | +23.9% | +4.8% | +25.7% |
| 1Y | +13.9% | +32.1% | -18.3% | +10.4% |
| 3Y | +232.2% | +103.2% | +129.0% | +209.3% |
| 5Y | +176.4% | +79.7% | +96.7% | +157.4% |
| 10Y | +1,072.4% | +159.1% | +913.3% | +948.6% |
| All | +3,194.0% | +385.9% | +2,808.1% | +2,870.5% |
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