+71.4%
BTI vs BBWI
-55.0%
+126.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +0.2% |
| 7D | -0.2% | -4.8% | +4.6% | +0.2% |
| 30D | -1.1% | +3.5% | -4.6% | -1.5% |
| 3M | -8.8% | -0.3% | -8.5% | -8.9% |
| 6M | -4.0% | -5.4% | +1.4% | -4.1% |
| YTD | +0.4% | -4.7% | +5.1% | 0.0% |
| 1Y | +1.9% | -30.5% | +32.4% | +3.6% |
| 3Y | +108.5% | -44.3% | +152.8% | +111.3% |
| 5Y | +118.5% | -66.9% | +185.4% | +128.1% |
| All | +71.4% | -55.0% | +126.4% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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