+4.7%
WY vs BTG
+159.3%
-154.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -4.2% | -3.8% | -0.4% | -3.8% |
| 30D | -10.1% | +3.6% | -13.7% | -10.5% |
| 3M | -8.5% | +32.0% | -40.5% | -11.8% |
| 6M | -3.3% | +3.4% | -6.7% | -4.6% |
| YTD | -4.4% | +20.8% | -25.2% | -8.0% |
| 1Y | -11.5% | +22.4% | -33.9% | -15.4% |
| 3Y | -24.3% | +91.7% | -116.0% | -33.0% |
| 5Y | -21.3% | +79.0% | -100.3% | -30.7% |
| All | +4.7% | +159.3% | -154.6% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling