+882.8%
WWD vs BTG
+378.0%
+504.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.8% | -1.7% |
| 7D | +0.8% | +4.8% | -4.0% | +0.3% |
| 30D | -6.4% | +8.3% | -14.8% | -7.4% |
| 3M | -5.6% | +32.3% | -37.9% | -9.0% |
| 6M | -9.1% | +3.0% | -12.1% | -10.2% |
| YTD | +12.5% | +21.9% | -9.4% | +8.7% |
| 1Y | +41.3% | +28.2% | +13.2% | +35.1% |
| 3Y | +170.2% | +99.9% | +70.3% | +142.1% |
| 5Y | +192.5% | +73.6% | +118.9% | +163.0% |
| 10Y | +476.9% | +136.5% | +340.4% | +375.8% |
| All | +882.8% | +378.0% | +504.9% | +487.9% |
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