+2,709.4%
BTI vs WCN
+6,767.3%
-4,057.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | -1.4% | -0.4% | -0.9% | -1.3% |
| 30D | -7.0% | -2.1% | -4.9% | -6.7% |
| 3M | -6.3% | +6.4% | -12.7% | -7.2% |
| 6M | -2.0% | -3.7% | +1.7% | -1.5% |
| YTD | +0.2% | -6.4% | +6.5% | +1.0% |
| 1Y | +3.8% | -7.9% | +11.7% | +4.9% |
| 3Y | +112.1% | +20.8% | +91.3% | +105.2% |
| 5Y | +113.6% | +29.0% | +84.6% | +103.6% |
| 10Y | +69.6% | +236.4% | -166.7% | +41.3% |
| All | +2,709.4% | +6,767.3% | -4,057.9% | +1,637.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling