+5,970.6%
BTI vs GWW
+13,908.6%
-7,938.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -2.0% | -3.1% | +1.2% | -1.3% |
| 30D | -3.4% | -2.3% | -1.1% | -3.0% |
| 3M | -9.0% | -3.3% | -5.7% | -8.5% |
| 6M | -5.0% | +15.4% | -20.4% | -8.2% |
| YTD | -0.3% | +26.7% | -27.1% | -5.7% |
| 1Y | +3.1% | +29.0% | -25.8% | -2.9% |
| 3Y | +111.0% | +89.0% | +22.0% | +80.3% |
| 5Y | +117.0% | +221.8% | -104.7% | +62.1% |
| 10Y | +73.9% | +562.7% | -488.8% | +5.9% |
| All | +5,970.6% | +13,908.6% | -7,938.0% | +1,639.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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