-24.3%
WY vs BTG
+94.8%
-119.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -4.2% | -3.8% | -0.4% | -3.9% |
| 30D | -10.1% | +3.6% | -13.7% | -10.4% |
| 3M | -8.5% | +32.0% | -40.5% | -11.0% |
| 6M | -3.3% | +3.4% | -6.7% | -4.3% |
| YTD | -4.4% | +20.8% | -25.2% | -7.4% |
| 1Y | -11.5% | +22.4% | -33.9% | -14.9% |
| 3Y | -24.3% | +91.7% | -116.0% | -32.7% |
| All | -24.3% | +94.8% | -119.1% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling