-15.5%
BTDR vs WAT
+34.9%
-50.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.1% |
| 7D | -3.2% | -2.9% | -0.3% | -1.9% |
| 30D | +32.7% | -3.2% | +35.9% | +34.8% |
| 3M | -28.4% | +10.6% | -39.0% | -31.5% |
| 6M | +51.7% | +34.0% | +17.7% | +35.6% |
| YTD | +2.9% | +5.7% | -2.9% | -7.9% |
| 1Y | -15.5% | +37.1% | -52.5% | -23.7% |
| All | -15.5% | +34.9% | -50.3% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling