+48.5%
BTDR vs WAB
+168.8%
-120.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.8% | -7.6% |
| 7D | -6.9% | +5.1% | -12.0% | -12.0% |
| 30D | -31.5% | +4.0% | -35.5% | -33.4% |
| 3M | -36.1% | +0.1% | -36.2% | -34.9% |
| 6M | -57.6% | +12.8% | -70.4% | -63.6% |
| YTD | -50.0% | +40.1% | -90.1% | -68.4% |
| 1Y | -49.6% | +46.4% | -96.0% | -70.2% |
| 3Y | +48.5% | +167.4% | -118.8% | -68.8% |
| All | +48.5% | +168.8% | -120.3% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling