+23.3%
BTDR vs GWW
+195.8%
-172.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | +14.8% | -0.5% | +15.3% | +15.1% |
| 30D | +41.8% | -1.4% | +43.2% | +42.5% |
| 3M | -29.2% | -3.6% | -25.5% | -28.6% |
| 6M | +66.2% | +15.1% | +51.1% | +54.3% |
| YTD | +10.0% | +27.5% | -17.5% | -1.4% |
| 1Y | -11.0% | +29.6% | -40.6% | -20.9% |
| 3Y | +6.9% | +90.1% | -83.1% | -4.2% |
| 5Y | +24.7% | +222.6% | -197.9% | +14.3% |
| All | +23.3% | +195.8% | -172.5% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling