+11,850.9%
WDC vs BTI
+6,794.1%
+5,056.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +16.3% | -3.2% | +19.5% | +17.1% |
| 30D | -18.3% | +9.7% | -27.9% | -20.2% |
| 3M | -31.4% | +11.1% | -42.5% | -33.4% |
| 6M | -36.3% | -1.2% | -35.1% | -37.1% |
| YTD | +80.8% | +12.7% | +68.2% | +73.0% |
| 1Y | +87.7% | +15.8% | +71.9% | +78.4% |
| 3Y | +819.4% | +148.9% | +670.5% | +615.7% |
| 5Y | +583.2% | +151.9% | +431.3% | +430.2% |
| 10Y | +689.8% | +124.2% | +565.6% | +525.8% |
| All | +11,850.9% | +6,794.1% | +5,056.8% | +6,163.0% |
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