+502.1%
BTI vs WU
-21.6%
+523.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | -1.4% | -0.8% | -0.5% | -1.2% |
| 30D | -7.0% | -1.1% | -5.9% | -6.8% |
| 3M | -6.3% | -1.8% | -4.5% | -6.7% |
| 6M | -2.0% | -23.9% | +21.9% | +4.1% |
| YTD | +0.2% | -20.4% | +20.6% | +4.8% |
| 1Y | +3.8% | -10.6% | +14.4% | +4.5% |
| 3Y | +112.1% | -27.7% | +139.8% | +122.1% |
| 5Y | +113.6% | -51.1% | +164.7% | +146.0% |
| 10Y | +69.6% | -40.7% | +110.3% | +77.9% |
| All | +502.1% | -21.6% | +523.7% | +411.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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