+126.3%
BTI vs NWSA
+121.6%
+4.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.4% | -3.4% | +1.0% | -1.6% |
| 30D | -4.8% | +3.9% | -8.7% | -5.7% |
| 3M | -8.1% | +8.9% | -17.0% | -10.1% |
| 6M | -4.2% | +21.2% | -25.4% | -8.8% |
| YTD | -1.3% | +13.8% | -15.1% | -4.9% |
| 1Y | +2.1% | +1.4% | +0.7% | +1.0% |
| 3Y | +108.9% | +44.0% | +65.0% | +86.8% |
| 5Y | +114.5% | +40.5% | +74.0% | +88.5% |
| 10Y | +72.2% | +149.2% | -77.0% | +21.8% |
| All | +126.3% | +121.6% | +4.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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