+6,857.8%
BTI vs WST
+15,134.9%
-8,277.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.2% |
| 7D | +1.6% | +4.2% | -2.6% | +1.0% |
| 30D | +9.2% | +11.2% | -2.0% | +7.4% |
| 3M | +9.6% | +20.4% | -10.7% | +6.5% |
| 6M | -2.4% | +37.9% | -40.3% | -7.3% |
| YTD | +14.2% | +51.8% | -37.6% | +6.4% |
| 1Y | +20.3% | +56.6% | -36.3% | +11.4% |
| 3Y | +147.4% | +24.2% | +123.2% | +128.6% |
| 5Y | +155.4% | +0.7% | +154.8% | +139.5% |
| 10Y | +127.3% | +456.3% | -328.9% | +52.6% |
| All | +6,857.8% | +15,134.9% | -8,277.1% | +3,096.8% |
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