+118.3%
BTI vs WSM
+175.3%
-57.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -1.1% | -7.7% | +6.6% | -0.7% |
| 3M | -8.8% | +3.8% | -12.5% | -8.9% |
| 6M | -4.0% | +22.7% | -26.6% | -5.0% |
| YTD | +0.4% | +28.0% | -27.6% | -0.9% |
| 1Y | +1.9% | +12.7% | -10.8% | +1.1% |
| 3Y | +108.5% | +231.3% | -122.8% | +88.3% |
| All | +118.3% | +175.3% | -57.0% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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