+71.4%
BTI vs WAB
+296.8%
-225.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -1.1% | -4.1% | +3.0% | -0.3% |
| 3M | -8.8% | +8.2% | -16.9% | -10.4% |
| 6M | -4.0% | +15.4% | -19.4% | -7.0% |
| YTD | +0.4% | +33.1% | -32.8% | -5.5% |
| 1Y | +1.9% | +48.1% | -46.1% | -6.2% |
| 3Y | +108.5% | +167.7% | -59.2% | +66.5% |
| 5Y | +118.5% | +225.7% | -107.2% | +65.3% |
| All | +71.4% | +296.8% | -225.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling