-18.0%
WU vs BTG
+24.4%
-42.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.7% | -3.3% | +5.2% |
| 7D | +8.2% | -0.2% | +8.4% | +8.1% |
| 30D | +8.0% | -0.8% | +8.8% | +7.9% |
| 3M | -6.6% | +31.8% | -38.5% | -7.1% |
| 6M | -23.3% | +20.4% | -43.7% | -23.4% |
| YTD | -22.4% | +14.7% | -37.1% | -22.5% |
| 1Y | -18.0% | +29.4% | -47.3% | -17.4% |
| All | -18.0% | +24.4% | -42.4% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling