+1,699.2%
WST vs BTG
+392.0%
+1,307.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | -3.1% | +36.8% | -40.0% | -4.5% |
| 3M | +7.2% | +23.1% | -15.9% | +6.0% |
| 6M | +36.8% | +3.5% | +33.3% | +36.1% |
| YTD | +23.8% | +25.5% | -1.6% | +22.1% |
| 1Y | +37.8% | +40.1% | -2.3% | +35.0% |
| 3Y | -15.9% | +101.1% | -117.0% | -19.3% |
| 5Y | -25.8% | +70.6% | -96.4% | -28.6% |
| 10Y | +319.6% | +152.1% | +167.5% | +297.9% |
| All | +1,699.2% | +392.0% | +1,307.2% | +1,466.5% |
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