-15.2%
BTDR vs WAB
+49.7%
-64.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +2.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +32.6% | -4.1% | +36.7% | +36.9% |
| 3M | -32.2% | +8.2% | -40.4% | -37.4% |
| 6M | +52.4% | +15.4% | +37.0% | +31.7% |
| YTD | +6.7% | +33.1% | -26.5% | -21.3% |
| 1Y | -15.2% | +48.1% | -63.3% | -43.1% |
| All | -15.2% | +49.7% | -64.9% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling