+293.4%
WBD vs BTI
+795.2%
-501.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.1% |
| 7D | -1.7% | -2.4% | +0.7% | -0.7% |
| 30D | +3.9% | -4.8% | +8.6% | +5.9% |
| 3M | +5.1% | -8.1% | +13.2% | +8.2% |
| 6M | +0.6% | -4.2% | +4.8% | +1.1% |
| YTD | -3.2% | -1.3% | -1.9% | -4.2% |
| 1Y | +127.7% | +2.1% | +125.5% | +121.2% |
| 3Y | +146.6% | +108.9% | +37.6% | +70.8% |
| 5Y | +4.2% | +114.5% | -110.3% | -28.7% |
| 10Y | +13.7% | +72.2% | -58.6% | -19.2% |
| All | +293.4% | +795.2% | -501.8% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling