+105.1%
BTI vs WAB
+164.8%
-59.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -2.4% | +0.2% | -2.7% | -2.4% |
| 30D | -4.8% | -4.6% | -0.2% | -4.3% |
| 3M | -8.1% | +5.6% | -13.8% | -8.8% |
| 6M | -4.2% | +13.8% | -18.0% | -5.6% |
| YTD | -1.3% | +31.9% | -33.1% | -3.7% |
| 1Y | +2.1% | +48.3% | -46.1% | -1.1% |
| All | +105.1% | +164.8% | -59.7% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling