-1.3%
WST vs BTG
+31.3%
-32.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | +0.2% |
| 7D | +4.9% | -5.9% | +10.7% | +5.6% |
| 30D | +10.7% | -5.0% | +15.7% | +11.1% |
| 3M | +16.8% | -4.5% | +21.3% | +16.9% |
| 6M | +32.0% | -7.0% | +39.0% | +31.9% |
| YTD | +49.9% | +11.4% | +38.6% | +44.3% |
| 1Y | +50.6% | +20.1% | +30.5% | +43.1% |
| 3Y | +21.4% | +81.5% | -60.1% | +3.8% |
| All | -1.3% | +31.3% | -32.6% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling