+6,024.9%
BTI vs WST
+12,330.1%
-6,305.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -6.6% | -3.1% | -3.5% | -6.2% |
| 3M | -3.0% | +7.2% | -10.2% | -4.2% |
| 6M | -6.7% | +36.8% | -43.5% | -11.5% |
| YTD | +0.6% | +23.8% | -23.3% | -3.3% |
| 1Y | +5.6% | +37.8% | -32.2% | -0.4% |
| 3Y | +110.3% | -15.9% | +126.2% | +106.8% |
| 5Y | +114.3% | -25.8% | +140.1% | +110.8% |
| 10Y | +67.7% | +319.6% | -251.9% | +17.6% |
| All | +6,024.9% | +12,330.1% | -6,305.3% | +2,804.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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