+113.5%
BTI vs WING
+405.9%
-292.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -1.4% | -3.9% | +2.5% | -1.2% |
| 30D | -6.6% | -11.6% | +5.0% | -6.1% |
| 3M | -3.0% | -24.2% | +21.2% | -1.8% |
| 6M | -6.7% | -54.1% | +47.4% | -3.0% |
| YTD | +0.6% | -53.9% | +54.5% | +4.1% |
| 1Y | +5.6% | -64.4% | +69.9% | +10.8% |
| 3Y | +110.3% | -30.2% | +140.5% | +105.9% |
| 5Y | +114.3% | -34.1% | +148.4% | +107.4% |
| 10Y | +67.7% | +342.1% | -274.5% | +31.6% |
| All | +113.5% | +405.9% | -292.4% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling