+3,851.5%
BTI vs WAB
+4,092.2%
-240.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -1.4% | -3.2% | +1.8% | -0.9% |
| 30D | -6.6% | -4.4% | -2.2% | -6.0% |
| 3M | -3.0% | +7.9% | -10.8% | -4.4% |
| 6M | -6.7% | +8.7% | -15.4% | -8.2% |
| YTD | +0.6% | +33.0% | -32.4% | -4.2% |
| 1Y | +5.6% | +46.7% | -41.1% | -1.1% |
| 3Y | +110.3% | +153.0% | -42.7% | +78.6% |
| 5Y | +114.3% | +222.3% | -108.0% | +73.6% |
| 10Y | +67.7% | +291.0% | -223.3% | +26.5% |
| All | +3,851.5% | +4,092.2% | -240.7% | +2,091.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling