+113.2%
WDC vs BTI
+24.7%
+88.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.4% | -10.2% | -5.5% |
| 7D | -18.3% | +5.3% | -23.6% | -16.7% |
| 30D | -26.7% | +19.1% | -45.8% | -22.6% |
| 3M | -40.9% | +6.5% | -47.5% | -39.1% |
| 6M | -26.8% | +9.4% | -36.2% | -27.2% |
| YTD | +88.2% | +14.4% | +73.8% | +85.2% |
| 1Y | +113.2% | +23.9% | +89.3% | +87.1% |
| All | +113.2% | +24.7% | +88.5% | +87.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling