+151.9%
BTI vs WING
-2.2%
+154.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.1% |
| 7D | -3.2% | -3.9% | +0.7% | -3.2% |
| 30D | +9.7% | +26.6% | -17.0% | +9.0% |
| 3M | +11.1% | +42.5% | -31.5% | +10.0% |
| 6M | -1.2% | +29.4% | -30.6% | -2.0% |
| YTD | +12.7% | -32.8% | +45.4% | +13.3% |
| 1Y | +15.8% | -33.5% | +49.3% | +16.4% |
| 3Y | +148.9% | -23.4% | +172.3% | +144.6% |
| 5Y | +151.9% | -0.4% | +152.4% | +140.3% |
| All | +151.9% | -2.2% | +154.1% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling