+10.8%
BTDR vs GWW
+88.4%
-77.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.0% |
| 7D | -3.2% | -3.1% | 0.0% | -0.5% |
| 30D | +32.7% | -2.3% | +35.0% | +35.0% |
| 3M | -28.4% | -3.3% | -25.1% | -27.8% |
| 6M | +51.7% | +15.4% | +36.3% | +28.1% |
| YTD | +2.9% | +26.7% | -23.9% | -20.2% |
| 1Y | -15.5% | +29.0% | -44.4% | -35.9% |
| All | +10.8% | +88.4% | -77.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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