-12.6%
WST vs BTG
+93.4%
-106.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.4% |
| 7D | +0.4% | -5.8% | +6.2% | +0.9% |
| 30D | -2.0% | +5.7% | -7.7% | -2.6% |
| 3M | +4.1% | +38.1% | -34.0% | +0.9% |
| 6M | +47.4% | +0.3% | +47.1% | +46.3% |
| YTD | +25.4% | +19.9% | +5.5% | +22.3% |
| 1Y | +35.3% | +24.6% | +10.7% | +30.9% |
| All | -12.6% | +93.4% | -106.0% | -17.6% |
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