+800.2%
BTI vs WPM
+5,972.6%
-5,172.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -1.4% | +7.0% | -8.4% | -2.0% |
| 30D | -7.0% | +15.7% | -22.8% | -8.5% |
| 3M | -6.3% | +35.2% | -41.5% | -9.5% |
| 6M | -2.0% | +6.1% | -8.1% | -3.2% |
| YTD | +0.2% | +32.6% | -32.4% | -3.7% |
| 1Y | +3.8% | +46.9% | -43.1% | -1.5% |
| 3Y | +112.1% | +276.3% | -164.2% | +81.5% |
| 5Y | +113.6% | +260.0% | -146.4% | +82.0% |
| 10Y | +69.6% | +508.5% | -438.9% | +33.4% |
| All | +800.2% | +5,972.6% | -5,172.4% | +403.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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