+28,547.2%
WM vs BTI
+6,777.2%
+21,770.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.4% |
| 7D | +1.2% | -1.0% | +2.2% | +1.4% |
| 30D | +13.1% | +13.0% | +0.1% | +10.5% |
| 3M | +3.6% | +5.3% | -1.7% | +2.6% |
| 6M | +8.1% | +5.3% | +2.8% | +6.8% |
| YTD | +8.9% | +12.4% | -3.5% | +6.1% |
| 1Y | +20.3% | +18.9% | +1.4% | +15.9% |
| 3Y | +46.2% | +144.0% | -97.9% | +21.9% |
| 5Y | +59.9% | +156.3% | -96.4% | +31.2% |
| 10Y | +345.6% | +115.3% | +230.3% | +268.7% |
| All | +28,547.2% | +6,777.2% | +21,770.0% | +14,666.8% |
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