+185.4%
SW vs BTI
+119.6%
+65.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +4.7% | +3.3% | +1.4% | +4.0% |
| 30D | +5.0% | +19.0% | -14.0% | +1.6% |
| 3M | -7.3% | +6.4% | -13.8% | -8.5% |
| 6M | +15.0% | +7.7% | +7.3% | +13.1% |
| YTD | +18.5% | +14.6% | +3.9% | +15.1% |
| 1Y | +27.1% | +22.0% | +5.1% | +22.1% |
| 3Y | +49.3% | +148.4% | -99.1% | +23.2% |
| 5Y | -1.6% | +161.3% | -162.9% | -21.1% |
| All | +185.4% | +119.6% | +65.7% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling