+3,776.2%
BTI vs WAT
+12,580.5%
-8,804.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.2% |
| 7D | -0.1% | +3.4% | -3.5% | -0.5% |
| 30D | +9.6% | +9.6% | 0.0% | +8.4% |
| 3M | +8.3% | +15.5% | -7.2% | +6.5% |
| 6M | +7.5% | +33.9% | -26.4% | +3.8% |
| YTD | +12.3% | +25.2% | -12.9% | +8.8% |
| 1Y | +16.2% | +26.3% | -10.1% | +12.5% |
| 3Y | +148.0% | +85.8% | +62.2% | +126.5% |
| 5Y | +153.2% | +35.3% | +118.0% | +137.6% |
| 10Y | +128.2% | +231.8% | -103.6% | +92.5% |
| All | +3,776.2% | +12,580.5% | -8,804.4% | +2,990.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling