+10.8%
BTDR vs WAB
+164.6%
-153.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.4% |
| 7D | -3.2% | -0.2% | -3.0% | -2.9% |
| 30D | +32.7% | -5.9% | +38.5% | +42.7% |
| 3M | -28.4% | +9.4% | -37.8% | -37.9% |
| 6M | +51.7% | +13.8% | +37.9% | +24.7% |
| YTD | +2.9% | +31.8% | -28.9% | -32.2% |
| 1Y | -15.5% | +48.5% | -64.0% | -53.2% |
| All | +10.8% | +164.6% | -153.9% | -78.3% |
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