+4,940.6%
BTI vs BWA
+3,492.4%
+1,448.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.6% |
| 7D | -1.4% | +5.7% | -7.1% | -2.3% |
| 30D | -6.6% | +1.4% | -8.0% | -7.0% |
| 3M | -3.0% | -12.1% | +9.1% | -1.3% |
| 6M | -6.7% | +28.6% | -35.2% | -11.3% |
| YTD | +0.6% | +51.1% | -50.5% | -7.5% |
| 1Y | +5.6% | +55.9% | -50.3% | -3.6% |
| 3Y | +110.3% | +70.1% | +40.2% | +85.8% |
| 5Y | +114.3% | +90.7% | +23.6% | +82.8% |
| 10Y | +67.7% | +154.0% | -86.3% | +30.7% |
| All | +4,940.6% | +3,492.4% | +1,448.2% | +2,745.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling