-41.2%
WU vs BTG
+371.8%
-413.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | -5.0% | -5.5% | +0.5% | -4.8% |
| 30D | -2.3% | +6.1% | -8.4% | -2.5% |
| 3M | -3.2% | +38.6% | -41.9% | -4.4% |
| 6M | -25.0% | +0.7% | -25.7% | -25.3% |
| YTD | -21.7% | +20.3% | -42.0% | -22.5% |
| 1Y | -9.0% | +25.0% | -34.0% | -10.2% |
| 3Y | -28.9% | +97.3% | -126.2% | -31.4% |
| 5Y | -51.0% | +78.3% | -129.4% | -52.7% |
| 10Y | -40.1% | +151.6% | -191.7% | -43.4% |
| All | -41.2% | +371.8% | -413.0% | -43.4% |
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 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