-36.1%
BTDR vs WAB
+0.6%
-36.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.8% | -6.9% |
| 7D | -6.9% | +5.1% | -12.0% | -14.9% |
| 30D | -31.5% | +4.0% | -35.5% | -33.9% |
| 3M | -36.1% | +0.1% | -36.2% | -33.6% |
| All | -36.1% | +0.6% | -36.7% | -33.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling