+18.4%
BTDR vs BWA
+67.1%
-48.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.6% |
| 7D | +14.8% | +0.1% | +14.7% | +14.8% |
| 30D | +41.8% | -5.6% | +47.4% | +47.6% |
| 3M | -29.2% | -10.7% | -18.5% | -23.4% |
| 6M | +66.2% | +23.2% | +43.0% | +49.8% |
| YTD | +10.0% | +46.0% | -36.0% | -13.4% |
| 1Y | -11.0% | +51.2% | -62.1% | -32.3% |
| All | +18.4% | +67.1% | -48.7% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling