+431.9%
WTW vs BTG
+373.5%
+58.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -5.7% | -3.8% | -2.0% | -5.6% |
| 30D | -7.3% | +3.6% | -10.9% | -7.4% |
| 3M | +21.5% | +32.0% | -10.6% | +20.3% |
| 6M | +9.6% | +3.4% | +6.3% | +9.2% |
| YTD | -3.3% | +20.8% | -24.1% | -4.3% |
| 1Y | -6.1% | +22.4% | -28.6% | -7.3% |
| 3Y | +61.8% | +91.7% | -29.9% | +56.6% |
| 5Y | +42.7% | +79.0% | -36.3% | +37.9% |
| 10Y | +197.2% | +152.6% | +44.7% | +181.3% |
| All | +431.9% | +373.5% | +58.4% | +351.5% |
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