+26.7%
BTDR vs WAB
+257.1%
-230.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.0% |
| 7D | +22.4% | +1.7% | +20.8% | +21.1% |
| 30D | +16.5% | -2.4% | +18.9% | +18.2% |
| 3M | -31.5% | +9.7% | -41.1% | -36.3% |
| 6M | +74.0% | +16.5% | +57.5% | +56.1% |
| YTD | +13.0% | +33.7% | -20.7% | -8.0% |
| 1Y | -0.2% | +49.7% | -49.9% | -24.5% |
| 3Y | +9.9% | +170.9% | -161.0% | -25.6% |
| 5Y | +28.1% | +228.0% | -199.9% | -12.9% |
| All | +26.7% | +257.1% | -230.4% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling