-44.0%
BTDR vs BBWI
-61.3%
+17.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.5% | -10.1% | -9.0% |
| 7D | -6.9% | +0.1% | -7.0% | -6.8% |
| 30D | -31.5% | +12.9% | -44.4% | -33.5% |
| 3M | -36.1% | +16.0% | -52.1% | -38.8% |
| 6M | -57.6% | +16.6% | -74.3% | -59.4% |
| YTD | -50.0% | +9.7% | -59.8% | -51.9% |
| 1Y | -49.6% | +1.5% | -51.1% | -51.2% |
| 3Y | +48.5% | -21.4% | +69.9% | +52.2% |
| 5Y | -43.8% | -67.6% | +23.7% | -42.4% |
| All | -44.0% | -61.3% | +17.3% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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