+20.3%
BTI vs BWA
+12.3%
+8.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.6% | +4.3% | -2.6% | +1.7% |
| 30D | +9.2% | -13.0% | +22.2% | +9.3% |
| 3M | +9.6% | -24.8% | +34.5% | +10.0% |
| 6M | -2.4% | -23.5% | +21.1% | -2.7% |
| YTD | +14.2% | +13.8% | +0.4% | +9.1% |
| 1Y | +20.3% | +13.4% | +6.9% | +14.8% |
| All | +20.3% | +12.3% | +8.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling