+114.5%
BTI vs BBWI
-68.8%
+183.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.2% |
| 7D | -2.4% | -4.4% | +2.0% | -2.2% |
| 30D | -4.8% | -7.4% | +2.6% | -4.5% |
| 3M | -8.1% | -2.2% | -5.9% | -8.1% |
| 6M | -4.2% | -16.3% | +12.1% | -3.7% |
| YTD | -1.3% | -9.1% | +7.8% | -1.1% |
| 1Y | +2.1% | -34.5% | +36.6% | +3.4% |
| 3Y | +108.9% | -47.0% | +155.9% | +110.8% |
| 5Y | +114.5% | -68.8% | +183.3% | +113.8% |
| All | +114.5% | -68.8% | +183.3% | +113.8% |
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