-15.2%
BTDR vs BWA
+55.6%
-70.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +2.8% |
| 7D | -3.4% | -1.3% | -2.1% | -2.6% |
| 30D | +32.6% | -2.9% | +35.5% | +35.1% |
| 3M | -32.2% | -10.7% | -21.5% | -28.4% |
| 6M | +52.4% | +26.5% | +25.9% | +43.4% |
| YTD | +6.7% | +49.1% | -42.4% | -0.3% |
| 1Y | -15.2% | +52.1% | -67.3% | -24.1% |
| All | -15.2% | +55.6% | -70.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling