+117.0%
BTI vs WWD
+187.1%
-70.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.1% |
| 7D | -2.0% | -2.9% | +0.9% | -1.7% |
| 30D | -3.4% | -6.6% | +3.2% | -2.8% |
| 3M | -9.0% | -9.3% | +0.3% | -8.4% |
| 6M | -5.0% | -13.6% | +8.6% | -4.1% |
| YTD | -0.3% | +10.4% | -10.7% | -2.3% |
| 1Y | +3.1% | +39.9% | -36.8% | -1.8% |
| 3Y | +111.0% | +165.0% | -54.1% | +81.4% |
| 5Y | +117.0% | +183.8% | -66.8% | +79.2% |
| All | +117.0% | +187.1% | -70.1% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling