+11,253.4%
WDC vs BTI
+6,890.1%
+4,363.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.3% |
| 7D | +12.1% | +1.6% | +10.4% | +11.6% |
| 30D | -18.8% | +9.2% | -28.0% | -20.7% |
| 3M | -39.3% | +9.6% | -48.9% | -40.9% |
| 6M | -40.1% | -2.4% | -37.7% | -40.7% |
| YTD | +71.8% | +14.2% | +57.6% | +63.8% |
| 1Y | +88.5% | +20.3% | +68.2% | +77.5% |
| 3Y | +770.0% | +147.4% | +622.6% | +578.4% |
| 5Y | +549.0% | +155.4% | +393.6% | +402.1% |
| 10Y | +650.3% | +127.3% | +523.0% | +492.6% |
| All | +11,253.4% | +6,890.1% | +4,363.2% | +5,830.6% |
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