-36.3%
WDC vs BTI
+1.6%
-37.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +16.3% | -3.2% | +19.5% | +11.6% |
| 30D | -18.3% | +9.7% | -27.9% | -7.0% |
| 3M | -31.4% | +11.1% | -42.5% | -20.3% |
| 6M | -36.3% | -1.2% | -35.1% | -34.3% |
| All | -36.3% | +1.6% | -37.8% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling