+6,024.9%
BTI vs BBWI
+1,034.6%
+4,990.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.4% |
| 7D | -1.4% | +1.5% | -2.9% | -1.6% |
| 30D | -6.6% | -5.2% | -1.4% | -6.1% |
| 3M | -3.0% | +11.1% | -14.1% | -4.5% |
| 6M | -6.7% | -13.4% | +6.7% | -5.9% |
| YTD | +0.6% | +0.1% | +0.5% | -0.6% |
| 1Y | +5.6% | -36.1% | +41.7% | +9.2% |
| 3Y | +110.3% | -44.1% | +154.4% | +114.3% |
| 5Y | +114.3% | -66.2% | +180.5% | +126.4% |
| 10Y | +67.7% | -54.8% | +122.4% | +53.1% |
| All | +6,024.9% | +1,034.6% | +4,990.2% | +2,859.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling