+302.9%
WM vs BTI
+67.8%
+235.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | -4.3% | -7.0% | +2.7% | -2.8% |
| 3M | +0.8% | -6.3% | +7.1% | +2.2% |
| 6M | -10.8% | -2.0% | -8.8% | -10.6% |
| YTD | -0.1% | +0.2% | -0.2% | -0.7% |
| 1Y | +1.0% | +3.8% | -2.8% | -0.5% |
| 3Y | +45.1% | +112.1% | -67.0% | +19.5% |
| 5Y | +52.1% | +113.6% | -61.5% | +23.5% |
| 10Y | +302.9% | +69.6% | +233.3% | +228.6% |
| All | +302.9% | +67.8% | +235.2% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling