+1,006.1%
WDC vs BTI
+114.1%
+891.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +7.5% | -2.4% | +9.9% | +7.8% |
| 30D | +10.1% | -4.8% | +14.8% | +10.8% |
| 3M | -6.8% | -8.1% | +1.3% | -6.6% |
| 6M | +84.1% | -4.2% | +88.3% | +81.4% |
| YTD | +180.3% | -1.3% | +181.5% | +174.5% |
| 1Y | +411.1% | +2.1% | +409.0% | +396.1% |
| 3Y | +1,375.0% | +108.9% | +1,266.1% | +993.4% |
| All | +1,006.1% | +114.1% | +891.9% | +656.5% |
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