+71.4%
BTI vs WCN
+235.9%
-164.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.2% | -3.1% | +2.9% | +0.9% |
| 30D | -1.1% | -3.4% | +2.3% | +0.1% |
| 3M | -8.8% | +3.0% | -11.7% | -9.6% |
| 6M | -4.0% | -3.8% | -0.2% | -2.9% |
| YTD | +0.4% | -8.3% | +8.7% | +2.9% |
| 1Y | +1.9% | -9.7% | +11.7% | +4.9% |
| 3Y | +108.5% | +17.2% | +91.4% | +94.0% |
| 5Y | +118.5% | +25.3% | +93.3% | +95.1% |
| All | +71.4% | +235.9% | -164.4% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling