+117.0%
BTI vs BWA
+86.5%
+30.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -3.4% | -5.5% | +2.0% | -2.9% |
| 3M | -9.0% | -7.6% | -1.4% | -8.3% |
| 6M | -5.0% | +25.0% | -30.0% | -8.6% |
| YTD | -0.3% | +47.0% | -47.3% | -6.8% |
| 1Y | +3.1% | +54.0% | -50.9% | -4.4% |
| 3Y | +111.0% | +70.7% | +40.3% | +91.6% |
| 5Y | +117.0% | +86.7% | +30.4% | +84.5% |
| All | +117.0% | +86.5% | +30.5% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling