+3.9%
WFC vs BTI
+18.0%
-14.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +2.5% | +1.6% | +0.9% | +2.4% |
| 30D | +7.0% | +9.2% | -2.2% | +6.4% |
| 3M | -1.8% | +9.6% | -11.4% | -2.2% |
| 6M | +18.4% | -2.4% | +20.8% | +18.8% |
| YTD | -5.6% | +14.2% | -19.8% | -6.0% |
| 1Y | +3.9% | +20.3% | -16.4% | +3.3% |
| All | +3.9% | +18.0% | -14.2% | +3.3% |
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 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