+26.7%
BTDR vs BBWI
-65.8%
+92.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.5% | +3.0% |
| 7D | +22.4% | +1.6% | +20.9% | +22.0% |
| 30D | +16.5% | -6.2% | +22.7% | +17.8% |
| 3M | -31.5% | +4.3% | -35.8% | -32.2% |
| 6M | +74.0% | -7.2% | +81.2% | +75.6% |
| YTD | +13.0% | -3.0% | +16.1% | +12.4% |
| 1Y | -0.2% | -30.8% | +30.5% | +5.2% |
| 3Y | +9.9% | -43.4% | +53.3% | +15.5% |
| 5Y | +28.1% | -66.7% | +94.8% | +36.2% |
| All | +26.7% | -65.8% | +92.5% | +35.1% |
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