+19.6%
BTDR vs WAB
+255.6%
-236.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +3.0% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +32.6% | -4.1% | +36.7% | +36.5% |
| 3M | -32.2% | +8.2% | -40.4% | -36.4% |
| 6M | +52.4% | +15.4% | +37.0% | +37.6% |
| YTD | +6.7% | +33.1% | -26.5% | -12.9% |
| 1Y | -15.2% | +48.1% | -63.3% | -35.3% |
| 3Y | +14.9% | +167.7% | -152.8% | -21.9% |
| 5Y | +20.8% | +225.7% | -204.9% | -17.7% |
| All | +19.6% | +255.6% | -236.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling