+2,694.1%
BTI vs WTW
+1,101.3%
+1,592.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.8% |
| 7D | -2.0% | -7.8% | +5.8% | +0.1% |
| 30D | -3.4% | -7.9% | +4.4% | -1.4% |
| 3M | -9.0% | +19.9% | -28.9% | -13.4% |
| 6M | -5.0% | +9.8% | -14.8% | -8.0% |
| YTD | -0.3% | -3.3% | +3.0% | -0.6% |
| 1Y | +3.1% | -3.3% | +6.4% | +2.7% |
| 3Y | +111.0% | +61.5% | +49.4% | +81.4% |
| 5Y | +117.0% | +42.6% | +74.4% | +90.6% |
| 10Y | +73.9% | +197.1% | -123.1% | +22.2% |
| All | +2,694.1% | +1,101.3% | +1,592.9% | +1,247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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