+108.2%
BTI vs WING
-30.4%
+138.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.4% | -0.1% | -1.2% | -1.4% |
| 30D | -7.0% | -6.0% | -1.0% | -7.0% |
| 3M | -6.3% | -23.5% | +17.2% | -6.0% |
| 6M | -2.0% | -52.0% | +50.0% | -1.0% |
| YTD | +0.2% | -53.8% | +54.0% | +1.1% |
| 1Y | +3.8% | -63.8% | +67.6% | +5.0% |
| All | +108.2% | -30.4% | +138.6% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 3y: compounded portfolio wealth divided by compounded WING 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…
3y analysis · Full analysis span regression · 6 months rolling