+26,336.4%
WM vs BTI
+6,053.3%
+20,283.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.3% | -1.4% | +1.1% | 0.0% |
| 30D | -2.4% | -6.6% | +4.2% | -1.1% |
| 3M | +0.4% | -3.0% | +3.4% | +0.9% |
| 6M | -9.5% | -6.7% | -2.8% | -8.6% |
| YTD | +0.5% | +0.6% | -0.1% | 0.0% |
| 1Y | -1.1% | +5.6% | -6.7% | -2.6% |
| 3Y | +46.0% | +110.3% | -64.3% | +25.2% |
| 5Y | +51.8% | +114.3% | -62.5% | +28.9% |
| 10Y | +307.5% | +67.7% | +239.9% | +252.9% |
| All | +26,336.4% | +6,053.3% | +20,283.0% | +13,818.2% |
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