+11.4%
WBD vs BTI
+73.8%
-62.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +1.4% | -1.1% | +2.5% | +1.7% |
| 3M | +4.4% | -8.8% | +13.2% | +7.3% |
| 6M | +0.8% | -4.0% | +4.8% | +1.2% |
| YTD | -2.7% | +0.4% | -3.1% | -4.2% |
| 1Y | +73.4% | +1.9% | +71.5% | +69.2% |
| 3Y | +142.1% | +108.5% | +33.6% | +74.3% |
| 5Y | +7.2% | +118.5% | -111.3% | -23.8% |
| All | +11.4% | +73.8% | -62.4% | -14.9% |
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