+8,919.3%
WMT vs BTI
+6,031.1%
+2,888.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.3% |
| 30D | -5.0% | -7.0% | +2.1% | -3.9% |
| 3M | -11.3% | -6.3% | -5.0% | -10.5% |
| 6M | -13.8% | -2.0% | -11.8% | -13.7% |
| YTD | -4.2% | +0.2% | -4.4% | -4.5% |
| 1Y | +4.6% | +3.8% | +0.8% | +3.7% |
| 3Y | +100.5% | +112.1% | -11.6% | +77.6% |
| 5Y | +129.7% | +113.6% | +16.1% | +102.1% |
| 10Y | +423.4% | +69.6% | +353.8% | +366.3% |
| All | +8,919.3% | +6,031.1% | +2,888.1% | +4,359.5% |
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