-52.2%
BTDR vs WAT
+32.1%
-84.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.8% | -11.0% | -10.9% |
| 7D | +15.4% | +2.0% | +13.4% | +13.8% |
| 30D | -33.4% | +7.7% | -41.1% | -35.0% |
| 3M | -32.0% | +11.1% | -43.1% | -35.4% |
| 6M | -52.2% | +31.2% | -83.4% | -60.2% |
| All | -52.2% | +32.1% | -84.3% | -60.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling