+182.7%
SW vs BTI
+112.0%
+70.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.5% | -0.3% |
| 7D | +2.3% | -1.0% | +3.3% | +2.5% |
| 30D | +6.8% | +13.0% | -6.2% | +4.3% |
| 3M | -5.2% | +3.7% | -8.9% | -5.9% |
| 6M | +7.4% | +3.7% | +3.8% | +6.4% |
| YTD | +17.4% | +10.6% | +6.8% | +14.8% |
| 1Y | +27.1% | +17.1% | +10.0% | +23.0% |
| 3Y | +47.9% | +140.2% | -92.3% | +22.8% |
| 5Y | -2.6% | +152.2% | -154.8% | -21.3% |
| All | +182.7% | +112.0% | +70.7% | +119.6% |
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