-0.1%
SW vs BTI
+161.8%
-161.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +3.7% |
| 7D | +12.1% | +5.3% | +6.7% | +11.4% |
| 30D | +6.6% | +19.1% | -12.5% | +4.5% |
| 3M | -6.0% | +6.5% | -12.5% | -6.7% |
| 6M | +21.5% | +9.4% | +12.1% | +20.2% |
| YTD | +20.3% | +14.4% | +5.9% | +18.6% |
| 1Y | +28.1% | +23.9% | +4.3% | +25.8% |
| 3Y | +51.6% | +147.9% | -96.3% | +38.9% |
| All | -0.1% | +161.8% | -161.9% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling