+5,912.0%
BTI vs WY
+673.4%
+5,238.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -2.4% | -1.7% | -0.7% | -2.1% |
| 30D | -4.8% | -9.9% | +5.1% | -2.6% |
| 3M | -8.1% | -7.5% | -0.6% | -6.7% |
| 6M | -4.2% | -5.1% | +1.0% | -3.3% |
| YTD | -1.3% | -2.1% | +0.8% | -1.2% |
| 1Y | +2.1% | -7.3% | +9.5% | +3.2% |
| 3Y | +108.9% | -22.6% | +131.6% | +116.9% |
| 5Y | +114.5% | -19.8% | +134.3% | +118.0% |
| 10Y | +72.2% | +9.6% | +62.7% | +56.1% |
| All | +5,912.0% | +673.4% | +5,238.6% | +3,179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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