+5,912.0%
BTI vs WSM
+34,771.0%
-28,859.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.4% | +2.6% | -5.0% | -2.6% |
| 30D | -4.8% | -9.3% | +4.5% | -4.0% |
| 3M | -8.1% | +7.1% | -15.2% | -8.7% |
| 6M | -4.2% | +21.7% | -25.9% | -5.9% |
| YTD | -1.3% | +28.7% | -30.0% | -3.6% |
| 1Y | +2.1% | +13.9% | -11.7% | +0.6% |
| 3Y | +108.9% | +232.2% | -123.2% | +84.7% |
| 5Y | +114.5% | +176.4% | -61.9% | +89.5% |
| 10Y | +72.2% | +1,072.4% | -1,000.2% | +30.6% |
| All | +5,912.0% | +34,771.0% | -28,859.0% | +3,132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling