+154.4%
BTI vs BBWI
-67.6%
+222.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +9.2% | +12.9% | -3.6% | +8.6% |
| 3M | +9.6% | +16.0% | -6.4% | +8.7% |
| 6M | -2.4% | +16.6% | -19.1% | -3.3% |
| YTD | +14.2% | +9.7% | +4.5% | +13.3% |
| 1Y | +20.3% | +1.5% | +18.8% | +19.4% |
| 3Y | +147.4% | -21.4% | +168.8% | +143.0% |
| All | +154.4% | -67.6% | +222.0% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling