-44.0%
BTDR vs WAB
+274.1%
-318.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.8% | -8.0% |
| 7D | -6.9% | +5.1% | -12.0% | -9.9% |
| 30D | -31.5% | +4.0% | -35.5% | -32.5% |
| 3M | -36.1% | +0.1% | -36.2% | -35.2% |
| 6M | -57.6% | +12.8% | -70.4% | -60.8% |
| YTD | -50.0% | +40.1% | -90.1% | -60.1% |
| 1Y | -49.6% | +46.4% | -96.0% | -61.0% |
| 3Y | +48.5% | +167.4% | -118.8% | -0.1% |
| 5Y | -43.8% | +215.0% | -258.9% | -62.8% |
| All | -44.0% | +274.1% | -318.1% | -61.8% |
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 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