+154.4%
BTI vs WAT
+28.6%
+125.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +1.6% | +0.6% | +1.1% | +1.6% |
| 30D | +9.2% | +5.4% | +3.8% | +8.7% |
| 3M | +9.6% | +11.3% | -1.7% | +8.6% |
| 6M | -2.4% | +37.4% | -39.9% | -5.3% |
| YTD | +14.2% | +21.2% | -6.9% | +11.8% |
| 1Y | +20.3% | +21.3% | -1.0% | +17.8% |
| 3Y | +147.4% | +83.4% | +64.0% | +126.0% |
| All | +154.4% | +28.6% | +125.8% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 5y: compounded portfolio wealth divided by compounded WAT 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…
5y analysis · Full analysis span regression · 6 months rolling