+336.1%
WST vs BTG
+159.3%
+176.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.8% | -3.8% | +5.6% | +2.1% |
| 30D | -1.7% | +3.6% | -5.4% | -2.1% |
| 3M | +4.9% | +32.0% | -27.1% | +2.2% |
| 6M | +45.5% | +3.4% | +42.2% | +44.2% |
| YTD | +26.1% | +20.8% | +5.3% | +23.1% |
| 1Y | +31.7% | +22.4% | +9.3% | +27.9% |
| 3Y | -12.1% | +91.7% | -103.8% | -18.5% |
| 5Y | -23.6% | +79.0% | -102.6% | -29.1% |
| All | +336.1% | +159.3% | +176.8% | +311.2% |
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