+7.8%
WBD vs BTI
+116.2%
-108.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.7% |
| 7D | -0.6% | -2.0% | +1.4% | +0.1% |
| 30D | +4.2% | -3.4% | +7.6% | +5.4% |
| 3M | +7.5% | -9.0% | +16.5% | +10.8% |
| 6M | +1.6% | -5.0% | +6.6% | +2.2% |
| YTD | -2.2% | -0.3% | -1.8% | -4.1% |
| 1Y | +124.9% | +3.1% | +121.8% | +116.6% |
| 3Y | +149.1% | +111.0% | +38.2% | +51.2% |
| 5Y | +7.8% | +117.0% | -109.2% | -43.5% |
| All | +7.8% | +116.2% | -108.4% | -43.5% |
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