-43.9%
BTDR vs BWA
+27.4%
-71.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.4% | -8.6% |
| 7D | -6.9% | +4.3% | -11.2% | -8.5% |
| 30D | -31.5% | -13.0% | -18.5% | -26.3% |
| 3M | -36.1% | -24.8% | -11.3% | -26.6% |
| 6M | -57.6% | -23.5% | -34.1% | -51.2% |
| YTD | -50.0% | +13.8% | -63.9% | -50.1% |
| 1Y | -49.6% | +13.4% | -63.0% | -49.7% |
| 3Y | +48.5% | +62.8% | -14.2% | +29.8% |
| All | -43.9% | +27.4% | -71.4% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling