+15.3%
BTDR vs WAT
+6.1%
+9.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.2% |
| 7D | -3.2% | -2.9% | -0.3% | -2.1% |
| 30D | +32.7% | -3.2% | +35.9% | +34.5% |
| 3M | -28.4% | +10.6% | -39.0% | -31.1% |
| 6M | +51.7% | +34.0% | +17.7% | +36.4% |
| YTD | +2.9% | +5.7% | -2.9% | -0.7% |
| 1Y | -15.5% | +37.1% | -52.5% | -26.0% |
| 3Y | 0.0% | +52.4% | -52.4% | -12.8% |
| 5Y | +16.5% | -4.4% | +20.9% | -1.0% |
| All | +15.3% | +6.1% | +9.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling