+3,372.2%
BTI vs WAT
+10,816.8%
-7,444.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | -6.6% | +2.3% | -9.0% | -6.9% |
| 3M | -3.0% | +8.7% | -11.7% | -4.0% |
| 6M | -6.7% | +28.3% | -35.0% | -9.6% |
| YTD | +0.6% | +7.8% | -7.2% | -0.9% |
| 1Y | +5.6% | +36.6% | -31.0% | +1.3% |
| 3Y | +110.3% | +45.7% | +64.6% | +97.4% |
| 5Y | +114.3% | -3.3% | +117.6% | +108.7% |
| 10Y | +67.7% | +162.1% | -94.4% | +44.9% |
| All | +3,372.2% | +10,816.8% | -7,444.6% | +2,716.3% |
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